+214.8%
SAP vs FFIV
+126.1%
+88.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.0% |
| 7D | -0.7% | -8.1% | +7.5% | +2.2% |
| 30D | +11.1% | -33.4% | +44.5% | +26.7% |
| 3M | +17.0% | -24.7% | +41.8% | +26.6% |
| 6M | +34.8% | -8.8% | +43.7% | +34.3% |
| YTD | -2.2% | +21.8% | -24.0% | -13.8% |
| 1Y | -6.4% | +25.3% | -31.7% | -18.6% |
| 3Y | +75.1% | +101.2% | -26.0% | +21.9% |
| 5Y | +69.8% | +40.2% | +29.6% | +33.7% |
| All | +214.8% | +126.1% | +88.8% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling