+145.8%
SITM vs FTV
+14.7%
+131.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +3.9% | -4.0% | +7.8% | +5.4% |
| 30D | -6.6% | -11.0% | +4.4% | -2.5% |
| 3M | -11.9% | -8.4% | -3.5% | -10.0% |
| 6M | +81.1% | -2.6% | +83.7% | +76.7% |
| YTD | +80.0% | -0.6% | +80.6% | +69.5% |
| 1Y | +145.8% | +11.0% | +134.9% | +88.1% |
| All | +145.8% | +14.7% | +131.1% | +88.1% |
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