-86.1%
SPXU vs FTV
-3.0%
-83.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.2% | -1.2% |
| 7D | +6.4% | -5.2% | +11.6% | -0.8% |
| 30D | +5.9% | -11.5% | +17.5% | -9.6% |
| 3M | -11.7% | -9.0% | -2.6% | -21.4% |
| 6M | -28.7% | -2.0% | -26.7% | -28.7% |
| YTD | -26.4% | -0.9% | -25.4% | -25.2% |
| 1Y | -35.2% | +14.8% | -50.0% | -17.0% |
| 3Y | -79.8% | -5.5% | -74.3% | -76.7% |
| 5Y | -86.1% | -1.9% | -84.2% | -73.3% |
| All | -86.1% | -3.0% | -83.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling