+131.1%
FTV vs SBAC
+88.1%
+42.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +0.4% |
| 7D | +3.7% | -3.4% | +7.1% | +4.7% |
| 30D | +16.8% | +2.6% | +14.2% | +15.9% |
| 3M | +10.4% | +2.6% | +7.8% | +9.3% |
| 6M | +12.8% | -11.5% | +24.3% | +15.8% |
| YTD | +23.3% | -1.6% | +24.9% | +21.4% |
| 1Y | +31.0% | -5.1% | +36.1% | +30.4% |
| 3Y | +38.6% | -9.3% | +47.9% | +36.3% |
| 5Y | +17.6% | -41.0% | +58.5% | +32.0% |
| 10Y | +110.0% | +108.0% | +2.0% | +72.3% |
| All | +131.1% | +88.1% | +42.9% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling