+106.6%
FTV vs SM
+4.2%
+102.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +1.4% | -19.5% | +20.9% | +3.4% |
| 30D | +18.3% | -20.2% | +38.5% | +20.6% |
| 3M | +9.8% | -6.5% | +16.3% | +10.0% |
| 6M | +12.3% | +1.6% | +10.8% | +10.9% |
| YTD | +23.1% | +61.2% | -38.2% | +15.2% |
| 1Y | +32.5% | +65.4% | -32.8% | +23.5% |
| 3Y | +38.3% | -13.0% | +51.4% | +35.5% |
| 5Y | +16.8% | -4.3% | +21.1% | +10.7% |
| 10Y | +106.6% | +3.0% | +103.5% | +50.2% |
| All | +106.6% | +4.2% | +102.3% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling