+109.6%
FTV vs SFM
+132.7%
-23.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.1% |
| 7D | +1.4% | -6.9% | +8.3% | +2.0% |
| 30D | +18.3% | -25.0% | +43.3% | +20.9% |
| 3M | +9.8% | -42.7% | +52.5% | +15.1% |
| 6M | +12.3% | -41.0% | +53.3% | +17.0% |
| YTD | +23.1% | -38.7% | +61.7% | +27.2% |
| 1Y | +32.5% | -38.1% | +70.7% | +36.7% |
| 3Y | +38.3% | +19.3% | +19.0% | +30.5% |
| 5Y | +16.8% | +103.1% | -86.3% | +2.3% |
| All | +109.6% | +132.7% | -23.1% | +74.9% |
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