-2.0%
FTV vs SM
-2.8%
+0.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -8.3% | +31.5% | -39.8% | -11.7% |
| 3M | -7.4% | +17.3% | -24.7% | -9.8% |
| 6M | -1.2% | +48.5% | -49.7% | -8.9% |
| YTD | +2.7% | +106.3% | -103.6% | -11.7% |
| 1Y | +18.4% | +47.3% | -28.9% | +8.5% |
| 3Y | -2.0% | -1.4% | -0.6% | -8.3% |
| All | -2.0% | -2.8% | +0.7% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling