+7.5%
SMR vs FFIV
+103.4%
-95.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -5.8% |
| 7D | +13.1% | +3.5% | +9.6% | +10.5% |
| 30D | +17.8% | -1.3% | +19.1% | +18.2% |
| 3M | +8.1% | +2.4% | +5.7% | +6.0% |
| 6M | -11.1% | +41.8% | -52.9% | -30.0% |
| YTD | -23.7% | +58.5% | -82.2% | -44.0% |
| 1Y | -69.4% | +24.3% | -93.8% | -74.0% |
| 3Y | +82.6% | +152.0% | -69.4% | +11.3% |
| All | +7.5% | +103.4% | -95.9% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling