-68.1%
SE vs FFIV
+91.3%
-159.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -6.1% | -1.0% | -5.1% | -5.7% |
| 30D | -2.5% | -5.1% | +2.6% | +0.3% |
| 3M | +21.7% | -4.5% | +26.2% | +24.2% |
| 6M | +27.0% | +36.5% | -9.5% | -1.9% |
| YTD | -12.1% | +53.0% | -65.1% | -38.8% |
| 1Y | -40.9% | +24.2% | -65.1% | -52.2% |
| 3Y | +191.0% | +137.2% | +53.8% | +23.5% |
| All | -68.1% | +91.3% | -159.4% | -82.6% |
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