+40.6%
FFIV vs SUI
-25.7%
+66.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.1% | -5.6% |
| 7D | -14.2% | +8.8% | -23.0% | -16.3% |
| 30D | -33.6% | +8.9% | -42.6% | -35.2% |
| 3M | -24.2% | +2.0% | -26.2% | -24.8% |
| 6M | -8.3% | -0.6% | -7.6% | -8.6% |
| YTD | +22.1% | +1.3% | +20.8% | +20.4% |
| 1Y | +26.5% | +1.3% | +25.2% | +24.6% |
| 3Y | +102.3% | +16.3% | +86.0% | +84.1% |
| 5Y | +40.6% | -25.1% | +65.7% | +60.3% |
| All | +40.6% | -25.7% | +66.3% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling