+163.2%
SO vs FTV
+126.9%
+36.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | +8.7% | +18.3% | -9.6% | +4.5% |
| 3M | +3.4% | +9.8% | -6.4% | +1.0% |
| 6M | +3.7% | +12.3% | -8.6% | +0.6% |
| YTD | +10.0% | +23.1% | -13.0% | +3.7% |
| 1Y | +6.6% | +32.5% | -25.9% | -1.4% |
| 3Y | +52.5% | +38.3% | +14.2% | +36.1% |
| 5Y | +76.1% | +16.8% | +59.2% | +62.9% |
| 10Y | +194.9% | +106.6% | +88.3% | +119.5% |
| All | +163.2% | +126.9% | +36.3% | +94.4% |
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