-1.1%
FTV vs SUI
+12.1%
-13.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.5% | -2.8% | -1.7% | -3.8% |
| 30D | -7.1% | -1.2% | -5.9% | -6.8% |
| 3M | -7.2% | -1.7% | -5.4% | -7.0% |
| 6M | -1.5% | -10.5% | +9.0% | +1.0% |
| YTD | +3.5% | -1.8% | +5.3% | +3.6% |
| 1Y | +20.3% | -4.1% | +24.4% | +21.1% |
| All | -1.1% | +12.1% | -13.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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