+52.5%
SO vs FTV
+37.0%
+15.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +8.6% | +17.2% | -8.6% | +8.2% |
| 3M | +1.8% | +8.9% | -7.1% | +1.5% |
| 6M | +3.6% | +11.3% | -7.7% | +3.3% |
| YTD | +9.9% | +21.9% | -12.0% | +9.4% |
| 1Y | +5.7% | +31.6% | -25.9% | +5.0% |
| 3Y | +52.5% | +38.1% | +14.4% | +42.3% |
| All | +52.5% | +37.0% | +15.5% | +42.3% |
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