+1,644.5%
SO vs FFIV
+7,518.9%
-5,874.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -4.6% | -5.1% | +0.5% | -4.5% |
| 3M | -3.0% | -4.5% | +1.4% | -3.0% |
| 6M | -8.3% | +36.5% | -44.7% | -8.9% |
| YTD | +3.5% | +53.0% | -49.4% | +2.6% |
| 1Y | -0.9% | +24.2% | -25.1% | -1.5% |
| 3Y | +45.4% | +137.2% | -91.9% | +42.5% |
| 5Y | +59.6% | +91.8% | -32.2% | +56.8% |
| 10Y | +156.6% | +215.2% | -58.6% | +149.5% |
| All | +1,644.5% | +7,518.9% | -5,874.4% | +1,752.8% |
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 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