+4,172.3%
FFIV vs SPY
+823.6%
+3,348.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -33.8% | -3.3% | -30.5% | -30.9% |
| 3M | -20.6% | -2.4% | -18.2% | -18.0% |
| 6M | -10.2% | +2.6% | -12.8% | -13.0% |
| YTD | +24.5% | +11.2% | +13.2% | +9.0% |
| 1Y | +29.3% | +13.4% | +15.9% | +10.4% |
| 3Y | +103.8% | +79.9% | +23.9% | -3.6% |
| 5Y | +40.9% | +72.2% | -31.3% | -29.5% |
| 10Y | +126.6% | +307.3% | -180.7% | -65.8% |
| All | +4,172.3% | +823.6% | +3,348.7% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling