+32.0%
FFIV vs SBAC
-0.1%
+32.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | -2.1% | +3.0% | -5.1% | -2.0% |
| 30D | -33.8% | +4.3% | -38.1% | -33.7% |
| 3M | -20.6% | +4.1% | -24.8% | -20.8% |
| 6M | -10.2% | -11.6% | +1.4% | -10.6% |
| YTD | +24.5% | +0.4% | +24.1% | +21.9% |
| All | +32.0% | -0.1% | +32.1% | +28.6% |
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