+92.9%
FFIV vs SM
+107.8%
-14.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -5.1% | +26.3% | -31.4% | -8.5% |
| 3M | -4.5% | +8.7% | -13.1% | -6.3% |
| 6M | +36.5% | +51.7% | -15.2% | +25.9% |
| YTD | +53.0% | +99.0% | -46.1% | +34.6% |
| 1Y | +24.2% | +34.6% | -10.4% | +16.1% |
| 3Y | +137.2% | -7.8% | +145.0% | +127.9% |
| All | +92.9% | +107.8% | -14.9% | +53.0% |
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