+32.0%
FFIV vs S
+38.4%
-6.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.0% | -5.8% | -0.1% |
| 7D | -2.1% | +1.6% | -3.6% | -2.6% |
| 30D | -33.8% | -10.5% | -23.3% | -31.9% |
| 3M | -20.6% | +9.9% | -30.5% | -23.0% |
| 6M | -10.2% | +41.8% | -52.0% | -19.7% |
| YTD | +24.5% | +56.8% | -32.3% | +5.3% |
| All | +32.0% | +38.4% | -6.4% | +11.3% |
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