-4.8%
SPOT vs FFIV
+32.9%
-37.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -3.0% | -2.9% | 0.0% | -2.7% |
| 30D | +15.2% | -32.4% | +47.6% | +19.5% |
| 3M | +21.6% | -22.7% | +44.3% | +23.8% |
| 6M | +45.2% | -10.7% | +55.9% | +41.5% |
| YTD | +4.9% | +25.4% | -20.5% | -7.2% |
| 1Y | -4.8% | +34.2% | -38.9% | -17.5% |
| All | -4.8% | +32.9% | -37.7% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling