-69.4%
SMR vs FFIV
+26.5%
-95.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -5.4% |
| 7D | +13.1% | +3.5% | +9.6% | +10.8% |
| 30D | +17.8% | -1.3% | +19.1% | +18.4% |
| 3M | +8.1% | +2.4% | +5.7% | +6.7% |
| 6M | -11.1% | +41.8% | -52.9% | -27.0% |
| YTD | -23.7% | +58.5% | -82.2% | -40.6% |
| 1Y | -69.4% | +24.3% | -93.8% | -74.5% |
| All | -69.4% | +26.5% | -95.9% | -74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling