+338.5%
FFIV vs SFM
+132.6%
+206.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -5.1% | -4.4% | -0.7% | -4.6% |
| 3M | -4.5% | +1.5% | -6.0% | -5.1% |
| 6M | +36.5% | +6.5% | +30.0% | +34.0% |
| YTD | +53.0% | +2.2% | +50.8% | +50.8% |
| 1Y | +24.2% | -41.9% | +66.1% | +32.5% |
| 3Y | +137.2% | +106.8% | +30.5% | +108.6% |
| 5Y | +91.8% | +231.6% | -139.8% | +55.1% |
| 10Y | +215.2% | +258.4% | -43.3% | +142.8% |
| All | +338.5% | +132.6% | +206.0% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling