+186.8%
SO vs FFIV
+132.4%
+54.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | +8.6% | -33.8% | +42.4% | +12.6% |
| 3M | +1.8% | -20.6% | +22.4% | +3.5% |
| 6M | +3.6% | -10.2% | +13.9% | +3.7% |
| YTD | +9.9% | +24.5% | -14.5% | +5.4% |
| 1Y | +5.7% | +29.3% | -23.6% | +0.8% |
| 3Y | +52.5% | +103.8% | -51.3% | +32.8% |
| 5Y | +77.3% | +40.9% | +36.4% | +61.2% |
| 10Y | +186.8% | +126.6% | +60.2% | +124.9% |
| All | +186.8% | +132.4% | +54.4% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling