+235.5%
FFIV vs SPYG
+420.3%
-184.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.8% |
| 7D | +1.6% | -1.8% | +3.4% | +3.2% |
| 30D | -3.7% | -1.9% | -1.8% | -2.2% |
| 3M | +2.0% | +5.2% | -3.2% | -2.2% |
| 6M | +39.3% | +15.6% | +23.7% | +23.0% |
| YTD | +56.1% | +12.4% | +43.7% | +41.2% |
| 1Y | +22.0% | +17.5% | +4.5% | +6.0% |
| 3Y | +148.2% | +98.1% | +50.1% | +37.6% |
| 5Y | +96.3% | +84.9% | +11.4% | +14.7% |
| All | +235.5% | +420.3% | -184.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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