+125.4%
FFIV vs SPXU
-99.5%
+224.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | -0.4% |
| 7D | -2.9% | +1.5% | -4.5% | -1.9% |
| 30D | -32.4% | +6.4% | -38.8% | -30.4% |
| 3M | -22.7% | +4.2% | -27.0% | -20.7% |
| 6M | -10.7% | -7.8% | -2.9% | -11.1% |
| YTD | +25.4% | -27.5% | +52.9% | +16.9% |
| 1Y | +34.2% | -27.1% | +61.3% | +25.8% |
| 3Y | +101.2% | -80.8% | +182.0% | +35.3% |
| 5Y | +42.0% | -84.1% | +126.1% | +4.6% |
| All | +125.4% | -99.5% | +224.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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