+67.4%
SAP vs FFIV
+102.8%
-35.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | -4.2% | +5.7% | +2.5% |
| 30D | +8.8% | -33.9% | +42.7% | +19.8% |
| 3M | +12.1% | -22.6% | +34.7% | +17.1% |
| 6M | +34.6% | -10.4% | +44.9% | +32.8% |
| YTD | -2.1% | +24.3% | -26.4% | -13.9% |
| 1Y | -5.5% | +31.8% | -37.3% | -18.6% |
| 3Y | +67.4% | +99.5% | -32.1% | +27.2% |
| All | +67.4% | +102.8% | -35.4% | +27.2% |
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