+25.3%
FFIV vs SUI
-0.1%
+25.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.5% |
| 7D | -8.1% | +6.2% | -14.3% | -7.3% |
| 30D | -33.4% | +8.6% | -42.0% | -32.0% |
| 3M | -24.7% | +1.0% | -25.7% | -25.1% |
| 6M | -8.8% | -2.6% | -6.3% | -9.8% |
| YTD | +21.8% | -0.1% | +21.9% | +22.1% |
| 1Y | +25.3% | +0.5% | +24.8% | +24.5% |
| All | +25.3% | -0.1% | +25.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling