+126.9%
FFIV vs SM
+4.2%
+122.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.3% |
| 7D | -4.2% | -19.5% | +15.3% | -2.4% |
| 30D | -33.9% | -20.2% | -13.7% | -32.7% |
| 3M | -22.6% | -6.5% | -16.1% | -22.5% |
| 6M | -10.4% | +1.6% | -11.9% | -11.3% |
| YTD | +24.3% | +61.2% | -36.9% | +17.4% |
| 1Y | +31.8% | +65.4% | -33.6% | +24.0% |
| 3Y | +99.5% | -13.0% | +112.5% | +96.2% |
| 5Y | +40.7% | -4.3% | +45.0% | +34.7% |
| 10Y | +126.9% | +3.0% | +123.9% | +69.9% |
| All | +126.9% | +4.2% | +122.7% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling