+5,150.0%
FFIV vs SUI
+1,510.5%
+3,639.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -2.8% | +1.9% | +0.2% |
| 30D | -5.1% | -1.2% | -3.9% | -4.8% |
| 3M | -4.5% | -1.7% | -2.7% | -4.4% |
| 6M | +36.5% | -10.5% | +46.9% | +41.4% |
| YTD | +53.0% | -1.8% | +54.8% | +52.2% |
| 1Y | +24.2% | -4.1% | +28.3% | +24.5% |
| 3Y | +137.2% | +11.3% | +126.0% | +117.9% |
| 5Y | +91.8% | -32.1% | +123.9% | +113.3% |
| 10Y | +215.2% | +110.4% | +104.7% | +102.1% |
| All | +5,150.0% | +1,510.5% | +3,639.5% | +1,184.4% |
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