-1.9%
FTV vs SIRI
-42.5%
+40.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -5.2% | -3.0% | -2.2% | -4.8% |
| 30D | -11.5% | +1.3% | -12.8% | -11.7% |
| 3M | -9.0% | +5.6% | -14.7% | -9.9% |
| 6M | -2.0% | +35.2% | -37.2% | -6.6% |
| YTD | -0.9% | +49.1% | -50.0% | -7.0% |
| 1Y | +14.8% | +26.8% | -12.0% | +10.1% |
| 3Y | -5.5% | -23.7% | +18.2% | -6.7% |
| 5Y | -1.9% | -41.8% | +40.0% | +2.7% |
| All | -1.9% | -42.5% | +40.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling