+151.9%
FFIV vs SITM
+412.8%
-261.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.0% |
| 7D | +3.5% | +3.7% | -0.2% | +2.9% |
| 30D | -1.3% | -14.5% | +13.2% | +0.4% |
| 3M | +2.4% | -10.6% | +12.9% | +2.6% |
| 6M | +41.8% | +65.5% | -23.7% | +29.1% |
| YTD | +58.5% | +67.0% | -8.5% | +42.9% |
| 1Y | +24.3% | +138.6% | -114.3% | +5.0% |
| All | +151.9% | +412.8% | -261.0% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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