+240.0%
SPOT vs FFIV
+141.9%
+98.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -2.9% | -1.5% | -1.3% | -2.4% |
| 30D | +8.3% | -2.7% | +10.9% | +8.8% |
| 3M | +5.1% | -1.7% | +6.7% | +4.6% |
| 6M | -6.5% | +36.1% | -42.6% | -18.2% |
| YTD | -9.0% | +52.6% | -61.6% | -24.0% |
| 1Y | -26.4% | +21.5% | -47.9% | -33.1% |
| 3Y | +240.0% | +142.7% | +97.3% | +142.6% |
| All | +240.0% | +141.9% | +98.1% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling