+39.3%
FFIV vs SM
-11.5%
+50.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -8.1% | -25.9% | +17.8% | -4.3% |
| 30D | -33.4% | -15.1% | -18.3% | -32.1% |
| 3M | -24.7% | +4.9% | -29.6% | -26.0% |
| 6M | -8.8% | +6.1% | -15.0% | -11.3% |
| YTD | +21.8% | +63.4% | -41.7% | +9.2% |
| 1Y | +25.3% | +72.5% | -47.2% | +11.0% |
| 3Y | +101.2% | -16.9% | +118.0% | +95.2% |
| All | +39.3% | -11.5% | +50.8% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling