+4,579.8%
FFIV vs SBAC
+2,208.1%
+2,371.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -5.1% | +6.9% | -12.0% | -6.5% |
| 3M | -4.5% | -8.2% | +3.8% | -3.1% |
| 6M | +36.5% | -1.6% | +38.1% | +35.4% |
| YTD | +53.0% | -0.1% | +53.1% | +50.7% |
| 1Y | +24.2% | -0.5% | +24.7% | +22.3% |
| 3Y | +137.2% | -9.1% | +146.3% | +133.9% |
| 5Y | +91.8% | -43.8% | +135.6% | +108.8% |
| 10Y | +215.2% | +80.5% | +134.6% | +158.5% |
| All | +4,579.8% | +2,208.1% | +2,371.7% | +1,949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling