+2,481.6%
FFIV vs SPYG
+564.9%
+1,916.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.0% | +0.4% | -1.3% | -1.4% |
| 30D | -5.1% | -0.4% | -4.6% | -4.6% |
| 3M | -4.5% | +0.5% | -5.0% | -5.3% |
| 6M | +36.5% | +17.5% | +19.0% | +13.1% |
| YTD | +53.0% | +14.3% | +38.6% | +30.8% |
| 1Y | +24.2% | +21.7% | +2.5% | -1.5% |
| 3Y | +137.2% | +98.6% | +38.6% | +5.7% |
| 5Y | +91.8% | +85.1% | +6.7% | -9.0% |
| 10Y | +215.2% | +412.0% | -196.9% | -59.0% |
| All | +2,481.6% | +564.9% | +1,916.8% | +172.4% |
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 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