+4,507.3%
SITM vs FTV
+30.3%
+4,477.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.4% |
| 7D | +8.4% | -0.4% | +8.7% | +8.7% |
| 30D | -17.4% | -8.3% | -9.1% | -9.9% |
| 3M | -9.8% | -7.4% | -2.4% | -5.2% |
| 6M | +83.0% | -1.2% | +84.2% | +79.4% |
| YTD | +69.6% | +2.7% | +66.9% | +54.8% |
| 1Y | +144.9% | +18.4% | +126.5% | +92.1% |
| 3Y | +429.9% | -2.0% | +431.9% | +422.8% |
| 5Y | +169.2% | +3.4% | +165.8% | +155.8% |
| All | +4,507.3% | +30.3% | +4,477.0% | +3,065.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling