+7.5%
SMR vs FTV
+16.9%
-9.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.5% |
| 7D | +13.1% | -1.3% | +14.4% | +14.0% |
| 30D | +17.8% | -9.5% | +27.3% | +25.6% |
| 3M | +8.1% | -10.9% | +19.0% | +15.7% |
| 6M | -11.1% | -0.6% | -10.5% | -12.5% |
| YTD | -23.7% | +1.4% | -25.1% | -27.2% |
| 1Y | -69.4% | +17.6% | -87.0% | -74.5% |
| 3Y | +82.6% | -3.3% | +85.9% | +82.0% |
| All | +7.5% | +16.9% | -9.4% | -3.7% |
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