-3.6%
SMR vs FFIV
+96.3%
-99.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.4% | -1.0% | +5.4% | +4.9% |
| 30D | +3.4% | -5.1% | +8.5% | +6.3% |
| 3M | -19.2% | -4.5% | -14.7% | -16.7% |
| 6M | -22.6% | +36.5% | -59.1% | -37.5% |
| YTD | -31.5% | +53.0% | -84.5% | -48.5% |
| 1Y | -73.1% | +24.2% | -97.3% | -77.1% |
| 3Y | +55.0% | +137.2% | -82.3% | -2.5% |
| All | -3.6% | +96.3% | -99.8% | -43.6% |
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 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