+39.3%
FFIV vs SPY
+67.4%
-28.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | -8.1% | -2.7% | -5.4% | -5.3% |
| 30D | -33.4% | -5.4% | -28.0% | -29.2% |
| 3M | -24.7% | -4.1% | -20.7% | -21.1% |
| 6M | -8.8% | +0.7% | -9.6% | -9.3% |
| YTD | +21.8% | +8.7% | +13.1% | +11.7% |
| 1Y | +25.3% | +10.9% | +14.4% | +12.4% |
| 3Y | +101.2% | +75.0% | +26.2% | +9.3% |
| All | +39.3% | +67.4% | -28.1% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling