-48.8%
SE vs FFIV
+33.5%
-82.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.5% |
| 7D | +6.7% | -9.8% | +16.5% | +7.6% |
| 30D | -17.2% | -28.1% | +10.9% | -15.0% |
| 3M | -28.0% | -20.0% | -8.0% | -27.1% |
| 6M | -6.1% | -0.1% | -6.0% | -8.8% |
| YTD | -37.1% | +29.2% | -66.3% | -43.1% |
| 1Y | -48.8% | +36.6% | -85.4% | -53.7% |
| All | -48.8% | +33.5% | -82.3% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling