+52.3%
SO vs FFIV
+100.8%
-48.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.5% |
| 7D | -0.9% | +1.9% | -2.8% | -0.9% |
| 30D | +4.9% | -33.3% | +38.3% | +3.4% |
| 3M | +0.8% | -24.9% | +25.7% | -0.1% |
| 6M | +0.6% | -10.5% | +11.1% | +0.4% |
| YTD | +8.7% | +24.4% | -15.8% | +9.4% |
| 1Y | +4.0% | +32.3% | -28.3% | +4.8% |
| All | +52.3% | +100.8% | -48.5% | +53.7% |
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 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