-25.7%
SPOT vs FFIV
+23.9%
-49.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.5% |
| 7D | -6.5% | +3.5% | -10.0% | -6.9% |
| 30D | +2.2% | -1.3% | +3.5% | +2.3% |
| 3M | +5.4% | +2.4% | +3.0% | +4.4% |
| 6M | -4.0% | +41.8% | -45.8% | -11.5% |
| YTD | -9.9% | +58.5% | -68.5% | -17.9% |
| All | -25.7% | +23.9% | -49.6% | -30.9% |
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