+149.8%
SMR vs FFIV
+102.8%
+46.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -2.8% | -4.2% | +1.4% | +0.8% |
| 30D | -27.5% | -33.9% | +6.4% | -4.2% |
| 3M | -43.1% | -22.6% | -20.5% | -34.5% |
| 6M | -58.4% | -10.4% | -48.0% | -57.5% |
| YTD | -63.2% | +24.3% | -87.5% | -72.4% |
| 1Y | -81.6% | +31.8% | -113.4% | -86.9% |
| 3Y | +149.8% | +99.5% | +50.3% | +7.8% |
| All | +149.8% | +102.8% | +46.9% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling