+98.4%
SPYG vs FTV
-3.3%
+101.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | -1.7% | -9.5% | +7.8% | +1.8% |
| 3M | +3.6% | -10.9% | +14.6% | +7.6% |
| 6M | +16.6% | -0.6% | +17.2% | +15.8% |
| YTD | +13.4% | +1.4% | +12.0% | +10.9% |
| 1Y | +19.6% | +17.6% | +2.0% | +8.5% |
| All | +98.4% | -3.3% | +101.7% | +98.4% |
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 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