+33.8%
FFIV vs SM
+5.5%
+28.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -0.5% | +9.4% | -9.9% | -1.9% |
| 30D | -32.4% | -14.4% | -18.0% | -31.1% |
| 3M | -25.7% | +1.6% | -27.2% | -26.5% |
| 6M | -13.5% | +6.3% | -19.9% | -15.7% |
| YTD | +21.1% | +78.8% | -57.7% | +7.1% |
| 1Y | +29.4% | +83.1% | -53.7% | +13.7% |
| 3Y | +94.9% | -5.9% | +100.8% | +85.6% |
| All | +33.8% | +5.5% | +28.4% | +22.1% |
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 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