+101.2%
FFIV vs SFM
+18.5%
+82.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | +0.3% |
| 7D | -8.1% | -1.2% | -6.9% | -8.1% |
| 30D | -33.4% | -24.8% | -8.6% | -31.3% |
| 3M | -24.7% | -43.7% | +18.9% | -19.6% |
| 6M | -8.8% | -37.3% | +28.4% | -4.7% |
| YTD | +21.8% | -38.4% | +60.1% | +27.3% |
| 1Y | +25.3% | -36.9% | +62.2% | +30.2% |
| 3Y | +101.2% | +20.7% | +80.5% | +91.1% |
| All | +101.2% | +18.5% | +82.6% | +91.1% |
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