+163.9%
SO vs FTV
+80.4%
+83.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -3.2% | -8.3% | +5.1% | -1.3% |
| 3M | -1.7% | -7.4% | +5.7% | -0.2% |
| 6M | -7.2% | -1.2% | -6.0% | -7.4% |
| YTD | +4.6% | +2.7% | +1.9% | +2.9% |
| 1Y | +1.2% | +18.4% | -17.2% | -4.1% |
| 3Y | +45.3% | -2.0% | +47.3% | +42.0% |
| 5Y | +58.7% | +3.4% | +55.3% | +50.3% |
| All | +163.9% | +80.4% | +83.5% | +104.7% |
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 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