+21.5%
FFIV vs SM
+46.7%
-25.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.4% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -2.7% | +31.5% | -34.2% | -4.1% |
| 3M | -1.7% | +17.3% | -19.0% | -2.3% |
| 6M | +36.1% | +48.5% | -12.4% | +30.8% |
| YTD | +52.6% | +106.3% | -53.6% | +41.8% |
| 1Y | +21.5% | +47.3% | -25.8% | +17.2% |
| All | +21.5% | +46.7% | -25.2% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling