-48.1%
SMR vs FFIV
+59.5%
-107.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.8% | -4.2% | +1.4% | +0.2% |
| 30D | -27.5% | -33.9% | +6.4% | -8.7% |
| 3M | -43.1% | -22.6% | -20.5% | -35.6% |
| 6M | -58.4% | -10.4% | -48.0% | -57.0% |
| YTD | -63.2% | +24.3% | -87.5% | -69.5% |
| 1Y | -81.6% | +31.8% | -113.4% | -85.4% |
| 3Y | +149.8% | +99.5% | +50.3% | +71.5% |
| All | -48.1% | +59.5% | -107.6% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling