+242.8%
FFIV vs SPXU
-99.5%
+342.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.4% | +4.3% |
| 7D | +3.5% | +1.3% | +2.2% | +3.9% |
| 30D | -1.3% | +5.1% | -6.4% | +0.4% |
| 3M | +2.4% | -9.1% | +11.5% | 0.0% |
| 6M | +41.8% | -29.6% | +71.4% | +28.7% |
| YTD | +58.5% | -27.7% | +86.2% | +46.1% |
| 1Y | +24.3% | -37.0% | +61.3% | +10.4% |
| 3Y | +152.0% | -80.2% | +232.2% | +70.5% |
| 5Y | +99.1% | -86.0% | +185.1% | +40.5% |
| 10Y | +242.8% | -99.5% | +342.3% | +20.8% |
| All | +242.8% | -99.5% | +342.3% | +20.8% |
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