+268.6%
SAP vs FTV
+126.9%
+141.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -2.0% |
| 7D | +1.5% | +1.4% | +0.1% | +0.8% |
| 30D | +8.8% | +18.3% | -9.5% | +0.6% |
| 3M | +12.1% | +9.8% | +2.3% | +7.1% |
| 6M | +34.6% | +12.3% | +22.2% | +26.8% |
| YTD | -2.1% | +23.1% | -25.2% | -12.3% |
| 1Y | -5.5% | +32.5% | -38.1% | -18.4% |
| 3Y | +67.4% | +38.3% | +29.1% | +38.5% |
| 5Y | +74.6% | +16.8% | +57.7% | +53.9% |
| 10Y | +224.0% | +106.6% | +117.5% | +127.1% |
| All | +268.6% | +126.9% | +141.6% | +157.7% |
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 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