+29.4%
FFIV vs SUI
-3.0%
+32.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.5% |
| 7D | -0.5% | -1.5% | +0.9% | -0.7% |
| 30D | -32.4% | +3.7% | -36.1% | -31.8% |
| 3M | -25.7% | -0.4% | -25.3% | -26.1% |
| 6M | -13.5% | -2.8% | -10.7% | -14.4% |
| YTD | +21.1% | -1.6% | +22.7% | +21.4% |
| 1Y | +29.4% | -2.1% | +31.5% | +30.1% |
| All | +29.4% | -3.0% | +32.4% | +30.1% |
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