-20.4%
SAP vs FTV
+19.1%
-39.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +2.6% | -8.3% | +10.9% | +4.8% |
| 3M | +16.3% | -7.4% | +23.7% | +18.2% |
| 6M | +6.4% | -1.2% | +7.6% | +6.5% |
| YTD | -11.4% | +2.7% | -14.1% | -11.1% |
| 1Y | -20.4% | +18.4% | -38.8% | -22.2% |
| All | -20.4% | +19.1% | -39.5% | -22.2% |
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