+4,079.4%
FFIV vs SPY
+802.2%
+3,277.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.7% |
| 7D | -8.1% | -2.7% | -5.4% | -4.9% |
| 30D | -33.4% | -5.4% | -28.0% | -28.5% |
| 3M | -24.7% | -4.1% | -20.7% | -20.6% |
| 6M | -8.8% | +0.7% | -9.6% | -9.5% |
| YTD | +21.8% | +8.7% | +13.1% | +9.8% |
| 1Y | +25.3% | +10.9% | +14.4% | +10.0% |
| 3Y | +101.2% | +75.0% | +26.2% | -1.4% |
| 5Y | +40.2% | +67.8% | -27.6% | -27.5% |
| 10Y | +129.0% | +312.9% | -183.8% | -66.2% |
| All | +4,079.4% | +802.2% | +3,277.1% | +160.2% |
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