+176.2%
SAP vs FTV
+77.3%
+98.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +2.6% | -8.3% | +10.9% | +6.8% |
| 3M | +16.3% | -7.4% | +23.7% | +20.1% |
| 6M | +6.4% | -1.2% | +7.6% | +6.3% |
| YTD | -11.4% | +2.7% | -14.1% | -13.6% |
| 1Y | -20.4% | +18.4% | -38.8% | -27.8% |
| 3Y | +56.5% | -2.0% | +58.6% | +52.7% |
| 5Y | +56.8% | +3.4% | +53.4% | +46.3% |
| 10Y | +176.2% | +78.5% | +97.7% | +107.6% |
| All | +176.2% | +77.3% | +98.9% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling