+75.9%
FTV vs SFM
+268.6%
-192.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -5.2% | -8.8% | +3.6% | -4.4% |
| 30D | -11.5% | -14.5% | +2.9% | -10.2% |
| 3M | -9.0% | -16.8% | +7.8% | -7.6% |
| 6M | -2.0% | -5.3% | +3.3% | -2.2% |
| YTD | -0.9% | -9.4% | +8.4% | -0.8% |
| 1Y | +14.8% | -46.2% | +61.0% | +21.4% |
| 3Y | -5.5% | +81.3% | -86.8% | -13.7% |
| 5Y | -1.9% | +211.9% | -213.7% | -16.6% |
| All | +75.9% | +268.6% | -192.6% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling