+36.4%
FTV vs SFM
-35.8%
+72.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.4% |
| 7D | +6.6% | -12.3% | +18.9% | +5.9% |
| 30D | +19.1% | -16.2% | +35.3% | +18.2% |
| 3M | +13.1% | -36.8% | +49.9% | +11.2% |
| 6M | +14.0% | -32.6% | +46.6% | +12.6% |
| YTD | +24.2% | -31.7% | +55.9% | +25.0% |
| 1Y | +36.4% | -35.0% | +71.4% | +37.0% |
| All | +36.4% | -35.8% | +72.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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