-78.0%
SE vs FFIV
+39.5%
-117.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.0% | -8.1% | +10.1% | +7.2% |
| 30D | -20.0% | -33.4% | +13.4% | -0.4% |
| 3M | -31.8% | -24.7% | -7.0% | -23.0% |
| 6M | -15.9% | -8.8% | -7.0% | -18.3% |
| YTD | -40.6% | +21.8% | -62.4% | -55.2% |
| 1Y | -50.7% | +25.3% | -76.0% | -63.8% |
| 3Y | +70.3% | +101.2% | -30.9% | -28.9% |
| All | -78.0% | +39.5% | -117.5% | -86.6% |
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