-49.7%
SE vs FFIV
+28.8%
-78.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.7% |
| 7D | +3.3% | -2.1% | +5.4% | +3.6% |
| 30D | -18.2% | -33.8% | +15.6% | -15.0% |
| 3M | -31.3% | -20.6% | -10.7% | -30.5% |
| 6M | -10.1% | -10.2% | +0.1% | -11.1% |
| YTD | -38.9% | +24.5% | -63.4% | -45.1% |
| All | -49.7% | +28.8% | -78.5% | -55.4% |
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 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