+92.5%
FTV vs SIRI
-8.4%
+100.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.4% | +4.3% | -4.7% | -1.4% |
| 30D | -8.3% | -2.8% | -5.5% | -7.8% |
| 3M | -7.4% | +5.9% | -13.3% | -8.9% |
| 6M | -1.2% | +31.9% | -33.1% | -8.2% |
| YTD | +2.7% | +48.7% | -46.0% | -7.5% |
| 1Y | +18.4% | +23.2% | -4.8% | +11.2% |
| 3Y | -2.0% | -23.9% | +21.8% | -2.3% |
| 5Y | +3.4% | -43.4% | +46.8% | +6.1% |
| 10Y | +78.5% | -13.6% | +92.1% | +50.8% |
| All | +92.5% | -8.4% | +100.8% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling