+1,943.9%
FFIV vs SPYG
+528.0%
+1,415.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.7% |
| 7D | -0.5% | +2.3% | -2.9% | -3.1% |
| 30D | -32.4% | -6.5% | -25.9% | -27.4% |
| 3M | -25.7% | -6.8% | -18.8% | -19.7% |
| 6M | -13.5% | -3.1% | -10.4% | -10.8% |
| YTD | +21.1% | +8.0% | +13.1% | +10.2% |
| 1Y | +29.4% | +10.2% | +19.2% | +14.8% |
| 3Y | +94.9% | +91.0% | +3.9% | -9.3% |
| 5Y | +34.7% | +67.7% | -33.0% | -28.5% |
| 10Y | +119.0% | +393.9% | -274.9% | -70.4% |
| All | +1,943.9% | +528.0% | +1,415.9% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling