-19.5%
SAP vs FTV
+21.5%
-41.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.9% | -4.6% | +1.7% | -1.7% |
| 30D | +9.0% | -7.2% | +16.2% | +11.0% |
| 3M | +14.9% | -7.3% | +22.2% | +16.7% |
| 6M | +11.9% | -1.6% | +13.5% | +12.0% |
| YTD | -9.9% | +3.3% | -13.3% | -9.7% |
| 1Y | -19.5% | +20.2% | -39.7% | -21.7% |
| All | -19.5% | +21.5% | -41.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling