+73.1%
SPYM vs FTV
+17.3%
+55.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +3.9% | -1.3% | +0.9% |
| 30D | -2.0% | +18.7% | -20.7% | -9.1% |
| 3M | -2.8% | +10.0% | -12.8% | -6.9% |
| 6M | +2.2% | +14.6% | -12.4% | -4.4% |
| YTD | +11.5% | +23.4% | -11.9% | -0.4% |
| 1Y | +13.5% | +31.3% | -17.8% | -1.9% |
| 3Y | +78.0% | +39.8% | +38.2% | +44.7% |
| All | +73.1% | +17.3% | +55.7% | +46.8% |
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