+99.1%
FFIV vs SPYG
+83.9%
+15.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.2% |
| 7D | +3.5% | +0.3% | +3.1% | +3.2% |
| 30D | -1.3% | -1.7% | +0.4% | +0.1% |
| 3M | +2.4% | +3.6% | -1.3% | -0.7% |
| 6M | +41.8% | +16.6% | +25.2% | +24.1% |
| YTD | +58.5% | +13.4% | +45.1% | +42.2% |
| 1Y | +24.3% | +19.6% | +4.8% | +6.1% |
| 3Y | +152.0% | +99.8% | +52.3% | +35.4% |
| 5Y | +99.1% | +85.0% | +14.2% | +13.6% |
| All | +99.1% | +83.9% | +15.2% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling