+23.9%
FFIV vs SPXS
-35.8%
+59.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.5% |
| 3M | +2.4% | -9.2% | +11.5% | 0.0% |
| 6M | +41.8% | -29.6% | +71.4% | +28.5% |
| YTD | +58.5% | -27.6% | +86.1% | +46.9% |
| All | +23.9% | -35.8% | +59.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling