+314.6%
SPYM vs FTV
+80.1%
+234.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.5% |
| 7D | -2.0% | -5.2% | +3.2% | +0.5% |
| 30D | -1.6% | -11.5% | +9.9% | +4.0% |
| 3M | +4.7% | -9.0% | +13.8% | +8.9% |
| 6M | +12.6% | -2.0% | +14.6% | +12.6% |
| YTD | +11.8% | -0.9% | +12.7% | +10.2% |
| 1Y | +17.5% | +14.8% | +2.7% | +7.4% |
| 3Y | +77.0% | -5.5% | +82.5% | +74.8% |
| 5Y | +82.6% | -1.9% | +84.5% | +73.8% |
| All | +314.6% | +80.1% | +234.4% | +209.9% |
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