+432.7%
SN vs FTV
+18.3%
+414.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +1.4% | +3.7% | -2.3% | -1.1% |
| 30D | +16.6% | +16.8% | -0.2% | +4.8% |
| 3M | +18.3% | +10.4% | +7.9% | +10.4% |
| 6M | +103.1% | +12.8% | +90.2% | +86.0% |
| YTD | +96.7% | +23.3% | +73.4% | +66.0% |
| 1Y | +134.3% | +31.0% | +103.4% | +88.2% |
| 3Y | +425.2% | +38.6% | +386.6% | +332.9% |
| All | +432.7% | +18.3% | +414.4% | +343.8% |
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 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