+3,625.4%
FFIV vs SBAC
+2,207.9%
+1,417.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -8.1% | +1.2% | -9.3% | -8.4% |
| 30D | -33.4% | +11.2% | -44.6% | -35.0% |
| 3M | -24.7% | +4.5% | -29.2% | -25.7% |
| 6M | -8.8% | -12.2% | +3.3% | -7.0% |
| YTD | +21.8% | -0.1% | +21.9% | +19.7% |
| 1Y | +25.3% | -0.3% | +25.5% | +23.1% |
| 3Y | +101.2% | -8.7% | +109.9% | +98.2% |
| 5Y | +40.2% | -40.2% | +80.4% | +50.4% |
| 10Y | +129.0% | +97.3% | +31.7% | +84.0% |
| All | +3,625.4% | +2,207.9% | +1,417.5% | +1,528.3% |
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