+42.0%
FFIV vs SPYG
+71.0%
-29.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.6% |
| 7D | -2.9% | -1.5% | -1.4% | -1.7% |
| 30D | -32.4% | -7.2% | -25.2% | -28.1% |
| 3M | -22.7% | -4.6% | -18.1% | -19.5% |
| 6M | -10.7% | -1.2% | -9.5% | -9.8% |
| YTD | +25.4% | +9.3% | +16.1% | +16.0% |
| 1Y | +34.2% | +8.8% | +25.3% | +24.4% |
| 3Y | +101.2% | +93.3% | +7.9% | +11.0% |
| 5Y | +42.0% | +71.7% | -29.7% | -13.5% |
| All | +42.0% | +71.0% | -29.0% | -13.5% |
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 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