+338.3%
SU vs FTV
-2.3%
+340.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.2% | -4.0% | +6.2% | +3.4% |
| 30D | +8.4% | -11.0% | +19.5% | +12.1% |
| 3M | +12.1% | -8.4% | +20.5% | +14.2% |
| 6M | +19.7% | -2.6% | +22.2% | +18.8% |
| YTD | +58.4% | -0.6% | +59.0% | +55.0% |
| 1Y | +67.2% | +11.0% | +56.3% | +56.3% |
| 3Y | +125.0% | -6.3% | +131.4% | +120.8% |
| All | +338.3% | -2.3% | +340.6% | +327.7% |
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