+20.2%
FTV vs SM
+36.8%
-16.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -7.2% | +25.6% | -32.7% | -6.8% |
| 3M | -7.3% | +8.0% | -15.3% | -6.6% |
| 6M | -1.6% | +50.8% | -52.4% | -4.5% |
| YTD | +3.3% | +97.9% | -94.5% | -4.1% |
| 1Y | +20.2% | +33.8% | -13.6% | +16.0% |
| All | +20.2% | +36.8% | -16.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling