+311.2%
SPY vs FFIV
+238.2%
+73.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.0% | +1.6% | -3.6% | -2.6% |
| 30D | -1.7% | -3.7% | +2.1% | -0.6% |
| 3M | +4.7% | +2.0% | +2.8% | +3.4% |
| 6M | +12.5% | +39.3% | -26.8% | -1.4% |
| YTD | +11.7% | +56.1% | -44.4% | -6.7% |
| 1Y | +17.5% | +22.0% | -4.5% | +6.8% |
| 3Y | +76.6% | +148.2% | -71.6% | +19.8% |
| 5Y | +82.0% | +96.3% | -14.3% | +32.0% |
| All | +311.2% | +238.2% | +73.1% | +141.1% |
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