+47.4%
SO vs FFIV
+136.9%
-89.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | -0.2% | -1.0% | +0.8% | -0.2% |
| 30D | -4.6% | -5.1% | +0.5% | -4.7% |
| 3M | -3.0% | -4.5% | +1.4% | -3.2% |
| 6M | -8.3% | +36.5% | -44.7% | -7.4% |
| YTD | +3.5% | +53.0% | -49.4% | +4.6% |
| 1Y | -0.9% | +24.2% | -25.1% | -0.3% |
| All | +47.4% | +136.9% | -89.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling