+249.1%
FFIV vs SFM
+40.3%
+208.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | +0.4% |
| 7D | -8.1% | -1.2% | -6.9% | -8.2% |
| 30D | -33.4% | -24.8% | -8.6% | -31.2% |
| 3M | -24.7% | -43.7% | +18.9% | -19.3% |
| 6M | -8.8% | -37.3% | +28.4% | -4.2% |
| YTD | +21.8% | -38.4% | +60.1% | +27.7% |
| 1Y | +25.3% | -36.9% | +62.2% | +30.8% |
| 3Y | +101.2% | +20.7% | +80.5% | +89.2% |
| 5Y | +40.2% | +103.5% | -63.3% | +20.5% |
| 10Y | +129.0% | +139.7% | -10.7% | +85.6% |
| All | +249.1% | +40.3% | +208.8% | +213.8% |
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 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