+4,079.4%
FFIV vs SAN
+352.4%
+3,727.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.6% |
| 7D | -8.1% | +4.9% | -13.0% | -10.0% |
| 30D | -33.4% | -13.0% | -20.4% | -29.5% |
| 3M | -24.7% | -18.9% | -5.9% | -18.4% |
| 6M | -8.8% | -4.1% | -4.7% | -7.6% |
| YTD | +21.8% | +2.6% | +19.2% | +18.7% |
| 1Y | +25.3% | +16.9% | +8.4% | +15.9% |
| 3Y | +101.2% | +239.1% | -137.9% | +18.9% |
| 5Y | +40.2% | +266.8% | -226.6% | -22.7% |
| 10Y | +129.0% | +246.0% | -117.0% | +16.0% |
| All | +4,079.4% | +352.4% | +3,727.0% | +1,176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling