+31.3%
FTV vs SM
+84.2%
-52.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.9% | +9.4% | -5.5% | +4.3% |
| 30D | +18.7% | -14.4% | +33.0% | +17.8% |
| 3M | +10.0% | +1.6% | +8.5% | +10.3% |
| 6M | +14.6% | +6.3% | +8.2% | +15.2% |
| YTD | +23.4% | +78.8% | -55.4% | +12.8% |
| 1Y | +31.3% | +83.1% | -51.8% | +20.2% |
| All | +31.3% | +84.2% | -52.9% | +20.2% |
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 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