+174.0%
SITM vs FTV
-3.0%
+177.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +4.8% |
| 7D | +4.8% | -5.2% | +10.0% | +11.3% |
| 30D | -9.7% | -11.5% | +1.8% | +3.7% |
| 3M | -9.3% | -9.0% | -0.3% | -2.2% |
| 6M | +69.5% | -2.0% | +71.5% | +65.9% |
| YTD | +70.5% | -0.9% | +71.5% | +57.6% |
| 1Y | +145.3% | +14.8% | +130.5% | +86.5% |
| 3Y | +432.8% | -5.5% | +438.3% | +428.8% |
| 5Y | +174.0% | -1.9% | +175.9% | +136.8% |
| All | +174.0% | -3.0% | +177.0% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling