-3.6%
SMR vs FTV
+19.3%
-22.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +4.4% | -4.5% | +8.9% | +7.6% |
| 30D | +3.4% | -7.1% | +10.5% | +8.4% |
| 3M | -19.2% | -7.2% | -12.0% | -16.0% |
| 6M | -22.6% | -1.5% | -21.1% | -23.3% |
| YTD | -31.5% | +3.5% | -35.0% | -35.5% |
| 1Y | -73.1% | +20.3% | -93.4% | -77.9% |
| 3Y | +55.0% | -3.1% | +58.1% | +53.6% |
| All | -3.6% | +19.3% | -22.8% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling