+93.9%
FTV vs SPY
+332.7%
-238.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -7.1% | +0.1% | -7.1% | -7.1% |
| 3M | -7.2% | +2.0% | -9.2% | -9.1% |
| 6M | -1.5% | +13.0% | -14.5% | -13.3% |
| YTD | +3.5% | +13.5% | -10.1% | -9.4% |
| 1Y | +20.3% | +20.0% | +0.4% | -0.6% |
| 3Y | -3.1% | +77.2% | -80.3% | -46.4% |
| 5Y | +2.3% | +81.9% | -79.5% | -44.9% |
| 10Y | +76.3% | +314.1% | -237.7% | -60.8% |
| All | +93.9% | +332.7% | -238.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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