+1.5%
SMR vs FTV
+14.2%
-12.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.2% | -4.0% |
| 7D | +4.7% | -5.2% | +9.9% | +8.5% |
| 30D | +3.2% | -11.5% | +14.8% | +11.8% |
| 3M | +9.9% | -9.0% | +18.9% | +15.7% |
| 6M | -15.1% | -2.0% | -13.1% | -15.7% |
| YTD | -27.9% | -0.9% | -27.0% | -30.2% |
| 1Y | -70.2% | +14.8% | -85.0% | -74.8% |
| 3Y | +72.5% | -5.5% | +78.0% | +74.8% |
| All | +1.5% | +14.2% | -12.7% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling