+200.4%
SE vs FFIV
+136.9%
+63.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -6.1% | -1.0% | -5.1% | -5.9% |
| 30D | -2.5% | -5.1% | +2.6% | -0.9% |
| 3M | +21.7% | -4.5% | +26.2% | +23.3% |
| 6M | +27.0% | +36.5% | -9.5% | +10.7% |
| YTD | -12.1% | +53.0% | -65.1% | -27.6% |
| 1Y | -40.9% | +24.2% | -65.1% | -46.6% |
| All | +200.4% | +136.9% | +63.6% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling