-2.0%
FTV vs SFM
+96.9%
-98.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.3% |
| 7D | -0.4% | -5.8% | +5.4% | 0.0% |
| 30D | -8.3% | -11.4% | +3.0% | -7.6% |
| 3M | -7.4% | -12.2% | +4.8% | -6.8% |
| 6M | -1.2% | -5.2% | +4.0% | -1.2% |
| YTD | +2.7% | -4.5% | +7.2% | +2.5% |
| 1Y | +18.4% | -45.4% | +63.8% | +27.5% |
| 3Y | -2.0% | +91.1% | -93.1% | -14.0% |
| All | -2.0% | +96.9% | -98.9% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling