+250.3%
SU vs FTV
+87.0%
+163.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | +1.6% | -1.3% | +2.8% | +2.2% |
| 30D | +10.7% | -9.5% | +20.2% | +16.5% |
| 3M | +13.5% | -10.9% | +24.4% | +19.4% |
| 6M | +21.8% | -0.6% | +22.4% | +19.6% |
| YTD | +58.8% | +1.4% | +57.4% | +52.1% |
| 1Y | +72.0% | +17.6% | +54.4% | +50.0% |
| 3Y | +121.7% | -3.3% | +125.0% | +110.0% |
| 5Y | +350.4% | -0.1% | +350.6% | +307.5% |
| 10Y | +264.7% | +82.5% | +182.2% | +140.5% |
| All | +250.3% | +87.0% | +163.4% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling