+246.7%
FFIV vs SNY
+64.5%
+182.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +5.4% | -3.3% | +8.8% | +6.2% |
| 30D | -2.7% | -2.2% | -0.5% | -2.3% |
| 3M | +4.5% | -3.0% | +7.6% | +5.0% |
| 6M | +42.2% | +2.7% | +39.5% | +40.8% |
| YTD | +61.3% | -6.8% | +68.1% | +62.8% |
| 1Y | +23.0% | -5.3% | +28.3% | +23.5% |
| 3Y | +156.3% | -9.8% | +166.0% | +154.6% |
| 5Y | +102.9% | +9.7% | +93.2% | +86.0% |
| All | +246.7% | +64.5% | +182.2% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling