+241.5%
SOXX vs FFIV
+95.4%
+146.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.7% |
| 7D | +3.0% | +1.6% | +1.4% | +1.9% |
| 30D | -3.1% | -3.7% | +0.6% | -1.0% |
| 3M | -4.4% | +2.0% | -6.4% | -6.1% |
| 6M | +52.9% | +39.3% | +13.6% | +21.3% |
| YTD | +72.0% | +56.1% | +15.9% | +24.7% |
| 1Y | +105.1% | +22.0% | +83.1% | +74.6% |
| 3Y | +220.6% | +148.2% | +72.4% | +56.3% |
| All | +241.5% | +95.4% | +146.1% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling