-13.5%
FFIV vs SUNB
+13.7%
-27.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -0.5% | +6.7% | -7.2% | -1.2% |
| 30D | -32.4% | +8.7% | -41.1% | -32.9% |
| 3M | -25.7% | +1.6% | -27.3% | -26.2% |
| 6M | -13.5% | +9.6% | -23.1% | -15.3% |
| All | -13.5% | +13.7% | -27.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling