-85.6%
SMR vs FTV
+37.8%
-123.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -4.7% |
| 7D | -9.5% | +6.6% | -16.1% | -10.1% |
| 30D | -33.2% | +19.1% | -52.3% | -34.3% |
| 3M | -45.9% | +13.1% | -59.0% | -46.6% |
| 6M | -57.9% | +14.0% | -71.9% | -58.3% |
| YTD | -63.8% | +24.2% | -88.0% | -64.0% |
| 1Y | -85.6% | +36.4% | -122.0% | -85.1% |
| All | -85.6% | +37.8% | -123.4% | -85.1% |
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