-48.0%
SMR vs FFIV
+60.8%
-108.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +1.9% | -2.9% | +4.9% | +4.3% |
| 30D | -21.9% | -32.4% | +10.5% | -3.0% |
| 3M | -47.1% | -22.7% | -24.4% | -40.1% |
| 6M | -60.6% | -10.7% | -50.0% | -59.2% |
| YTD | -63.1% | +25.4% | -88.5% | -69.6% |
| 1Y | -80.4% | +34.2% | -114.6% | -84.6% |
| 3Y | +150.2% | +101.2% | +49.0% | +70.9% |
| All | -48.0% | +60.8% | -108.9% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling