+86.3%
FTV vs SNY
+54.7%
+31.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -4.0% | -3.3% | -0.6% | -3.0% |
| 30D | -11.0% | -2.2% | -8.9% | -10.5% |
| 3M | -8.4% | -3.0% | -5.4% | -7.7% |
| 6M | -2.6% | +2.7% | -5.3% | -3.6% |
| YTD | -0.6% | -6.8% | +6.2% | +1.2% |
| 1Y | +11.0% | -5.3% | +16.2% | +12.2% |
| 3Y | -6.3% | -9.8% | +3.4% | -6.1% |
| 5Y | -1.5% | +9.7% | -11.2% | -10.6% |
| 10Y | +78.8% | +64.5% | +14.3% | +35.0% |
| All | +86.3% | +54.7% | +31.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling