+112.6%
SPOT vs FFIV
+100.0%
+12.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -3.2% |
| 7D | -6.5% | +3.5% | -10.0% | -8.3% |
| 30D | +2.2% | -1.3% | +3.5% | +2.1% |
| 3M | +5.4% | +2.4% | +3.0% | +2.2% |
| 6M | -4.0% | +41.8% | -45.8% | -25.0% |
| YTD | -9.9% | +58.5% | -68.5% | -34.9% |
| 1Y | -27.3% | +24.3% | -51.6% | -39.2% |
| 3Y | +236.4% | +152.0% | +84.4% | +56.5% |
| 5Y | +112.6% | +99.1% | +13.5% | +22.0% |
| All | +112.6% | +100.0% | +12.6% | +22.0% |
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