+88.9%
SMR vs FFIV
+141.9%
-53.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.2% | +15.5% | +15.4% |
| 7D | +21.4% | -1.5% | +22.9% | +22.9% |
| 30D | +13.8% | -2.7% | +16.5% | +15.6% |
| 3M | +3.9% | -1.7% | +5.6% | +4.7% |
| 6M | -4.2% | +36.1% | -40.3% | -28.6% |
| YTD | -21.1% | +52.6% | -73.7% | -47.2% |
| 1Y | -67.1% | +21.5% | -88.6% | -73.3% |
| 3Y | +88.9% | +142.7% | -53.8% | -29.3% |
| All | +88.9% | +141.9% | -53.1% | -29.3% |
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