+17.6%
FTV vs SM
+46.0%
-28.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -1.3% | -0.2% | -1.0% | -1.3% |
| 30D | -9.5% | +20.3% | -29.8% | -9.2% |
| 3M | -10.9% | +22.9% | -33.8% | -10.5% |
| 6M | -0.6% | +47.8% | -48.5% | -2.6% |
| YTD | +1.4% | +107.5% | -106.0% | -6.0% |
| 1Y | +17.6% | +51.7% | -34.1% | +13.4% |
| All | +17.6% | +46.0% | -28.4% | +13.4% |
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