+101.2%
FFIV vs SM
-20.0%
+121.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -8.1% | -25.9% | +17.8% | -4.4% |
| 30D | -33.4% | -15.1% | -18.3% | -32.1% |
| 3M | -24.7% | +4.9% | -29.6% | -26.1% |
| 6M | -8.8% | +6.1% | -15.0% | -11.6% |
| YTD | +21.8% | +63.4% | -41.7% | +7.3% |
| 1Y | +25.3% | +72.5% | -47.2% | +8.8% |
| 3Y | +101.2% | -16.9% | +118.0% | +98.1% |
| All | +101.2% | -20.0% | +121.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling