+101.7%
FFIV vs SUI
+16.8%
+84.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.1% | -5.5% |
| 7D | -14.2% | +8.8% | -23.0% | -15.2% |
| 30D | -33.6% | +8.9% | -42.6% | -34.3% |
| 3M | -24.2% | +2.0% | -26.2% | -24.5% |
| 6M | -8.3% | -0.6% | -7.6% | -8.4% |
| YTD | +22.1% | +1.3% | +20.8% | +21.1% |
| 1Y | +26.5% | +1.3% | +25.2% | +25.4% |
| All | +101.7% | +16.8% | +84.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling