+239.2%
SAP vs FTV
+90.8%
+148.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -2.9% | -4.5% | +1.6% | -0.8% |
| 30D | +9.0% | -7.1% | +16.1% | +12.7% |
| 3M | +14.9% | -7.2% | +22.1% | +18.6% |
| 6M | +11.9% | -1.5% | +13.4% | +12.0% |
| YTD | -9.9% | +3.5% | -13.4% | -12.4% |
| 1Y | -19.5% | +20.3% | -39.9% | -27.4% |
| 3Y | +61.8% | -3.1% | +64.9% | +58.8% |
| 5Y | +56.2% | +2.3% | +53.8% | +46.5% |
| 10Y | +180.6% | +76.3% | +104.3% | +112.6% |
| All | +239.2% | +90.8% | +148.4% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling