+242.8%
FFIV vs SPXS
-99.5%
+342.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.4% | +4.3% |
| 7D | +3.5% | +1.2% | +2.2% | +3.9% |
| 30D | -1.3% | +5.2% | -6.5% | +0.4% |
| 3M | +2.4% | -9.2% | +11.5% | 0.0% |
| 6M | +41.8% | -29.6% | +71.4% | +28.8% |
| YTD | +58.5% | -27.6% | +86.1% | +46.3% |
| 1Y | +24.3% | -36.7% | +61.1% | +10.6% |
| 3Y | +152.0% | -79.8% | +231.9% | +71.9% |
| 5Y | +99.1% | -85.9% | +185.0% | +41.4% |
| 10Y | +242.8% | -99.5% | +342.3% | +21.9% |
| All | +242.8% | -99.5% | +342.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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