+439.5%
SN vs FTV
+13.9%
+425.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +7.2% | +0.2% | +7.0% | +7.0% |
| 30D | +20.4% | +15.7% | +4.7% | +8.9% |
| 3M | +23.9% | +7.5% | +16.4% | +17.8% |
| 6M | +93.0% | +8.5% | +84.6% | +81.7% |
| YTD | +99.2% | +18.8% | +80.4% | +72.5% |
| 1Y | +142.6% | +28.5% | +114.1% | +96.9% |
| 3Y | +398.8% | +34.0% | +364.8% | +321.7% |
| All | +439.5% | +13.9% | +425.5% | +361.1% |
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