-81.6%
SMR vs FFIV
+28.6%
-110.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.8% | -4.2% | +1.4% | -0.1% |
| 30D | -27.5% | -33.9% | +6.4% | -11.2% |
| 3M | -43.1% | -22.6% | -20.5% | -37.3% |
| 6M | -58.4% | -10.4% | -48.0% | -58.1% |
| YTD | -63.2% | +24.3% | -87.5% | -73.3% |
| 1Y | -81.6% | +31.8% | -113.4% | -87.1% |
| All | -81.6% | +28.6% | -110.3% | -87.1% |
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