+175.2%
SO vs FFIV
+126.1%
+49.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.5% | -8.1% | +6.7% | -0.7% |
| 30D | +8.1% | -33.4% | +41.5% | +12.0% |
| 3M | +0.2% | -24.7% | +25.0% | +2.4% |
| 6M | +0.4% | -8.8% | +9.2% | +0.2% |
| YTD | +8.5% | +21.8% | -13.3% | +4.2% |
| 1Y | +4.9% | +25.3% | -20.4% | +0.4% |
| 3Y | +47.9% | +101.2% | -53.2% | +29.0% |
| 5Y | +75.7% | +40.2% | +35.5% | +59.7% |
| All | +175.2% | +126.1% | +49.1% | +117.3% |
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 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