-78.0%
SE vs FFIV
+35.3%
-113.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.7% |
| 7D | -0.5% | -0.5% | +0.1% | -0.2% |
| 30D | -20.9% | -32.4% | +11.5% | -2.6% |
| 3M | -38.9% | -25.7% | -13.2% | -30.4% |
| 6M | -19.4% | -13.5% | -5.9% | -18.6% |
| YTD | -40.9% | +21.1% | -62.0% | -55.3% |
| 1Y | -46.2% | +29.4% | -75.6% | -61.6% |
| 3Y | +63.7% | +94.9% | -31.2% | -29.4% |
| All | -78.0% | +35.3% | -113.3% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling