+39.3%
FFIV vs SAN
+267.8%
-228.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.4% |
| 7D | -8.1% | +4.9% | -13.0% | -9.6% |
| 30D | -33.4% | -13.0% | -20.4% | -30.4% |
| 3M | -24.7% | -18.9% | -5.9% | -19.8% |
| 6M | -8.8% | -4.1% | -4.7% | -7.7% |
| YTD | +21.8% | +2.6% | +19.2% | +19.7% |
| 1Y | +25.3% | +16.9% | +8.4% | +18.2% |
| 3Y | +101.2% | +239.1% | -137.9% | +31.5% |
| All | +39.3% | +267.8% | -228.5% | -14.1% |
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