+12.7%
FTV vs SM
-11.1%
+23.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +0.2% | -25.9% | +26.1% | +3.8% |
| 30D | +15.7% | -15.1% | +30.8% | +17.6% |
| 3M | +7.5% | +4.9% | +2.7% | +5.9% |
| 6M | +8.5% | +6.1% | +2.3% | +5.6% |
| YTD | +18.8% | +63.4% | -44.6% | +6.5% |
| 1Y | +28.5% | +72.5% | -43.9% | +14.0% |
| 3Y | +34.0% | -16.9% | +50.9% | +29.3% |
| All | +12.7% | -11.1% | +23.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling