+122.6%
FTV vs SUI
+115.9%
+6.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +0.2% | +6.2% | -6.0% | -2.1% |
| 30D | +15.7% | +8.6% | +7.1% | +11.7% |
| 3M | +7.5% | +1.0% | +6.5% | +6.7% |
| 6M | +8.5% | -2.6% | +11.1% | +8.9% |
| YTD | +18.8% | -0.1% | +18.9% | +17.8% |
| 1Y | +28.5% | +0.5% | +28.1% | +27.2% |
| 3Y | +34.0% | +15.3% | +18.7% | +22.2% |
| 5Y | +12.6% | -26.1% | +38.7% | +22.5% |
| 10Y | +111.4% | +117.8% | -6.4% | +69.6% |
| All | +122.6% | +115.9% | +6.8% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling