+34.2%
FFIV vs SBAC
-2.9%
+37.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.8% |
| 7D | -2.9% | -2.8% | -0.2% | -3.0% |
| 30D | -32.4% | +3.1% | -35.5% | -32.3% |
| 3M | -22.7% | +5.1% | -27.9% | -22.8% |
| 6M | -10.7% | -11.4% | +0.7% | -11.0% |
| YTD | +25.4% | +0.2% | +25.2% | +22.9% |
| 1Y | +34.2% | -3.9% | +38.1% | +31.1% |
| All | +34.2% | -2.9% | +37.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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