+126.6%
FFIV vs SPY
+315.0%
-188.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | -0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -33.8% | -3.3% | -30.5% | -31.5% |
| 3M | -20.6% | -2.4% | -18.2% | -18.5% |
| 6M | -10.2% | +2.6% | -12.8% | -12.2% |
| YTD | +24.5% | +11.2% | +13.2% | +12.5% |
| 1Y | +29.3% | +13.4% | +15.9% | +14.6% |
| 3Y | +103.8% | +79.9% | +23.9% | +15.8% |
| 5Y | +40.9% | +72.2% | -31.3% | -16.3% |
| 10Y | +126.6% | +307.3% | -180.7% | -42.5% |
| All | +126.6% | +315.0% | -188.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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