+40.7%
FFIV vs SPXU
-83.3%
+124.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | +0.3% |
| 7D | -4.2% | +0.5% | -4.7% | -3.4% |
| 30D | -33.9% | +10.9% | -44.8% | -30.7% |
| 3M | -22.6% | +9.6% | -32.2% | -18.9% |
| 6M | -10.4% | -4.7% | -5.7% | -9.8% |
| YTD | +24.3% | -24.6% | +48.9% | +16.6% |
| 1Y | +31.8% | -24.7% | +56.5% | +24.0% |
| 3Y | +99.5% | -80.0% | +179.5% | +28.5% |
| 5Y | +40.7% | -83.5% | +124.2% | +2.4% |
| All | +40.7% | -83.3% | +124.0% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling