+379.5%
SE vs FFIV
+169.3%
+210.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.7% |
| 7D | +3.3% | -2.1% | +5.4% | +4.5% |
| 30D | -18.2% | -33.8% | +15.6% | 0.0% |
| 3M | -31.3% | -20.6% | -10.7% | -25.2% |
| 6M | -10.1% | -10.2% | +0.1% | -9.9% |
| YTD | -38.9% | +24.5% | -63.4% | -50.9% |
| 1Y | -48.0% | +29.3% | -77.3% | -59.4% |
| 3Y | +78.8% | +103.8% | -25.0% | -0.5% |
| 5Y | -77.1% | +40.9% | -118.0% | -84.0% |
| All | +379.5% | +169.3% | +210.2% | +143.4% |
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