+4,091.5%
FFIV vs SUI
+1,562.7%
+2,528.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.1% | -5.7% |
| 7D | -14.2% | +8.8% | -23.0% | -17.2% |
| 30D | -33.6% | +8.9% | -42.6% | -35.9% |
| 3M | -24.2% | +2.0% | -26.2% | -25.0% |
| 6M | -8.3% | -0.6% | -7.6% | -8.8% |
| YTD | +22.1% | +1.3% | +20.8% | +19.8% |
| 1Y | +26.5% | +1.3% | +25.2% | +24.0% |
| 3Y | +102.3% | +16.3% | +86.0% | +83.1% |
| 5Y | +40.6% | -25.1% | +65.7% | +50.2% |
| 10Y | +129.7% | +121.1% | +8.6% | +44.7% |
| All | +4,091.5% | +1,562.7% | +2,528.7% | +911.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling