+125.0%
SU vs FTV
-5.2%
+130.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.2% | -4.0% | +6.2% | +2.8% |
| 30D | +8.4% | -11.0% | +19.5% | +10.3% |
| 3M | +12.1% | -8.4% | +20.5% | +13.1% |
| 6M | +19.7% | -2.6% | +22.2% | +18.7% |
| YTD | +58.4% | -0.6% | +59.0% | +55.4% |
| 1Y | +67.2% | +11.0% | +56.3% | +58.5% |
| 3Y | +125.0% | -6.3% | +131.4% | +114.9% |
| All | +125.0% | -5.2% | +130.3% | +114.9% |
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 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