+141.9%
FFIV vs SBAC
-7.2%
+149.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -5.1% | +6.9% | -12.0% | -5.1% |
| 3M | -4.5% | -8.2% | +3.8% | -4.2% |
| 6M | +36.5% | -1.6% | +38.1% | +35.9% |
| YTD | +53.0% | -0.1% | +53.1% | +52.3% |
| 1Y | +24.2% | -0.5% | +24.7% | +23.7% |
| All | +141.9% | -7.2% | +149.0% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling