+372.3%
SE vs FFIV
+168.9%
+203.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | -4.2% | +4.2% | +2.4% |
| 30D | -19.4% | -33.9% | +14.5% | -1.4% |
| 3M | -33.1% | -22.6% | -10.5% | -26.1% |
| 6M | -11.4% | -10.4% | -1.1% | -11.1% |
| YTD | -39.8% | +24.3% | -64.1% | -51.6% |
| 1Y | -50.5% | +31.8% | -82.3% | -61.7% |
| 3Y | +68.9% | +99.5% | -30.6% | -4.7% |
| 5Y | -77.1% | +40.7% | -117.8% | -84.0% |
| All | +372.3% | +168.9% | +203.4% | +140.0% |
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