+252.8%
SPOT vs FFIV
+190.0%
+62.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -1.0% |
| 7D | -3.1% | +5.4% | -8.5% | -5.8% |
| 30D | +7.4% | -2.7% | +10.0% | +8.2% |
| 3M | +8.2% | +4.5% | +3.6% | +4.0% |
| 6M | +2.2% | +42.2% | -40.0% | -18.1% |
| YTD | -9.5% | +61.3% | -70.8% | -32.8% |
| 1Y | -23.8% | +23.0% | -46.9% | -34.8% |
| 3Y | +233.5% | +156.3% | +77.2% | +78.3% |
| 5Y | +112.2% | +102.9% | +9.3% | +30.4% |
| All | +252.8% | +190.0% | +62.8% | +95.6% |
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