+1,384.8%
FFIV vs SPXS
-100.0%
+1,484.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | +0.3% |
| 7D | -4.2% | +0.4% | -4.6% | -3.5% |
| 30D | -33.9% | +10.8% | -44.7% | -30.8% |
| 3M | -22.6% | +9.6% | -32.3% | -19.0% |
| 6M | -10.4% | -4.7% | -5.6% | -9.8% |
| YTD | +24.3% | -24.6% | +48.9% | +16.7% |
| 1Y | +31.8% | -24.6% | +56.3% | +24.1% |
| 3Y | +99.5% | -79.8% | +179.3% | +30.4% |
| 5Y | +40.7% | -83.3% | +124.1% | +2.0% |
| 10Y | +126.9% | -99.5% | +226.4% | -35.4% |
| All | +1,384.8% | -100.0% | +1,484.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling