+92.9%
FFIV vs SAN
+381.6%
-288.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.0% | +1.8% | -2.7% | -1.5% |
| 30D | -5.1% | +2.0% | -7.0% | -5.6% |
| 3M | -4.5% | +19.7% | -24.2% | -9.3% |
| 6M | +36.5% | +30.6% | +5.8% | +25.6% |
| YTD | +53.0% | +28.8% | +24.1% | +40.7% |
| 1Y | +24.2% | +57.8% | -33.6% | +7.1% |
| 3Y | +137.2% | +338.1% | -200.9% | +46.0% |
| All | +92.9% | +381.6% | -288.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling