+99.1%
FFIV vs SITM
+164.5%
-65.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.1% |
| 7D | +3.5% | +3.7% | -0.2% | +2.8% |
| 30D | -1.3% | -14.5% | +13.2% | +0.8% |
| 3M | +2.4% | -10.6% | +12.9% | +2.5% |
| 6M | +41.8% | +65.5% | -23.7% | +26.6% |
| YTD | +58.5% | +67.0% | -8.5% | +39.8% |
| 1Y | +24.3% | +138.6% | -114.3% | +1.7% |
| 3Y | +152.0% | +421.8% | -269.8% | +66.1% |
| 5Y | +99.1% | +172.4% | -73.3% | +33.9% |
| All | +99.1% | +164.5% | -65.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling