+131.2%
FTV vs SFM
+123.4%
+7.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -0.1% |
| 7D | -0.7% | -7.1% | +6.4% | 0.0% |
| 30D | +18.3% | -21.4% | +39.7% | +20.3% |
| 3M | +10.2% | -40.1% | +50.3% | +14.9% |
| 6M | +12.8% | -38.0% | +50.8% | +16.8% |
| YTD | +23.4% | -36.5% | +59.9% | +27.0% |
| 1Y | +31.4% | -35.2% | +66.6% | +34.9% |
| 3Y | +38.7% | +23.5% | +15.2% | +30.9% |
| 5Y | +18.6% | +109.7% | -91.1% | +4.4% |
| 10Y | +110.1% | +132.6% | -22.4% | +78.4% |
| All | +131.2% | +123.4% | +7.8% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling