+126.9%
FFIV vs SAN
+255.1%
-128.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -4.2% | +10.8% | -14.9% | -7.2% |
| 30D | -33.9% | -5.7% | -28.1% | -32.5% |
| 3M | -22.6% | -13.4% | -9.2% | -19.1% |
| 6M | -10.4% | +3.5% | -13.9% | -11.4% |
| YTD | +24.3% | +9.7% | +14.6% | +19.6% |
| 1Y | +31.8% | +20.9% | +10.9% | +23.0% |
| 3Y | +99.5% | +254.3% | -154.8% | +30.7% |
| 5Y | +40.7% | +304.2% | -263.5% | -14.5% |
| 10Y | +126.9% | +260.2% | -133.3% | +38.9% |
| All | +126.9% | +255.1% | -128.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling