+68.4%
SAP vs FFIV
+95.4%
-27.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.0% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | +6.5% | -32.4% | +38.9% | +16.3% |
| 3M | +12.2% | -25.7% | +37.9% | +18.7% |
| 6M | +46.1% | -13.5% | +59.6% | +45.5% |
| YTD | -1.6% | +21.1% | -22.7% | -13.0% |
| 1Y | -5.1% | +29.4% | -34.5% | -17.9% |
| 3Y | +68.4% | +94.9% | -26.5% | +29.1% |
| All | +68.4% | +95.4% | -27.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling