+82.3%
SPYM vs FTV
+1.8%
+80.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | -1.4% | -9.5% | +8.1% | +3.0% |
| 3M | +3.7% | -10.9% | +14.6% | +8.7% |
| 6M | +13.0% | -0.6% | +13.7% | +12.2% |
| YTD | +12.5% | +1.4% | +11.0% | +9.6% |
| 1Y | +18.6% | +17.6% | +1.0% | +6.7% |
| 3Y | +78.0% | -3.3% | +81.3% | +73.8% |
| 5Y | +82.3% | -0.1% | +82.5% | +65.8% |
| All | +82.3% | +1.8% | +80.5% | +65.8% |
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