+126.6%
FFIV vs SFM
+146.8%
-20.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -2.1% | -10.2% | +8.1% | -0.7% |
| 30D | -33.8% | -23.9% | -9.9% | -31.6% |
| 3M | -20.6% | -42.3% | +21.6% | -15.0% |
| 6M | -10.2% | -40.1% | +29.9% | -4.9% |
| YTD | +24.5% | -37.8% | +62.2% | +30.5% |
| 1Y | +29.3% | -37.1% | +66.4% | +35.1% |
| 3Y | +103.8% | +21.5% | +82.2% | +90.8% |
| 5Y | +40.9% | +103.8% | -62.9% | +20.2% |
| 10Y | +126.6% | +142.0% | -15.4% | +85.0% |
| All | +126.6% | +146.8% | -20.2% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling