+589.4%
SE vs FFIV
+230.9%
+358.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +21.7% | -4.5% | +26.2% | +23.9% |
| 6M | +27.0% | +36.5% | -9.5% | +2.7% |
| YTD | -12.1% | +53.0% | -65.1% | -34.5% |
| 1Y | -40.9% | +24.2% | -65.1% | -50.4% |
| 3Y | +191.0% | +137.2% | +53.8% | +55.8% |
| 5Y | -68.3% | +91.8% | -160.1% | -80.4% |
| All | +589.4% | +230.9% | +358.5% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling