+33.2%
FFIV vs S
+38.1%
-4.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -2.9% | +1.2% | -4.2% | -3.4% |
| 30D | -32.4% | -7.3% | -25.1% | -31.1% |
| 3M | -22.7% | +5.9% | -28.6% | -24.3% |
| 6M | -10.7% | +45.6% | -56.3% | -20.7% |
| YTD | +25.4% | +58.5% | -33.2% | +5.7% |
| All | +33.2% | +38.1% | -4.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling