-13.5%
FFIV vs SPYG
-2.3%
-11.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.9% |
| 7D | -0.5% | +2.3% | -2.9% | -2.5% |
| 30D | -32.4% | -6.5% | -25.9% | -28.5% |
| 3M | -25.7% | -6.8% | -18.8% | -21.1% |
| 6M | -13.5% | -3.1% | -10.4% | -10.4% |
| All | -13.5% | -2.3% | -11.2% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling