+36.4%
FTV vs SBAC
+2.4%
+34.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.6% | +1.9% |
| 7D | +6.6% | +5.8% | +0.8% | +6.2% |
| 30D | +19.1% | +20.8% | -1.7% | +17.8% |
| 3M | +13.1% | +4.8% | +8.3% | +12.5% |
| 6M | +14.0% | -9.1% | +23.1% | +15.0% |
| YTD | +24.2% | +3.1% | +21.1% | +23.0% |
| 1Y | +36.4% | +2.2% | +34.2% | +35.3% |
| All | +36.4% | +2.4% | +34.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling