+94.9%
FFIV vs SFM
+27.3%
+67.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -0.5% | +6.0% | -6.6% | -1.2% |
| 30D | -32.4% | -19.5% | -12.9% | -30.8% |
| 3M | -25.7% | -37.0% | +11.3% | -21.7% |
| 6M | -13.5% | -41.0% | +27.5% | -8.3% |
| YTD | +21.1% | -34.6% | +55.8% | +25.8% |
| 1Y | +29.4% | -36.3% | +65.7% | +34.9% |
| 3Y | +94.9% | +24.5% | +70.4% | +82.8% |
| All | +94.9% | +27.3% | +67.6% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling