+450.0%
SN vs FTV
+39.2%
+410.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.5% | +3.9% | -2.4% | -1.3% |
| 30D | +21.5% | +18.7% | +2.8% | +7.1% |
| 3M | +20.0% | +10.0% | +10.0% | +11.8% |
| 6M | +119.9% | +14.6% | +105.4% | +97.7% |
| YTD | +102.3% | +23.4% | +78.9% | +67.9% |
| 1Y | +148.0% | +31.3% | +116.7% | +94.5% |
| 3Y | +450.0% | +39.8% | +410.2% | +328.8% |
| All | +450.0% | +39.2% | +410.8% | +328.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling