-40.5%
SE vs FFIV
+23.1%
-63.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | -0.1% | -2.7% | +2.6% | +0.4% |
| 3M | +34.1% | -1.7% | +35.8% | +34.4% |
| 6M | +23.2% | +36.1% | -12.9% | +15.0% |
| YTD | -11.2% | +52.6% | -63.8% | -19.2% |
| 1Y | -40.5% | +21.5% | -62.0% | -41.8% |
| All | -40.5% | +23.1% | -63.6% | -41.8% |
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