-7.7%
SRE vs FFIV
+33.5%
-41.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | -2.1% | -9.8% | +7.7% | -2.3% |
| 30D | +6.1% | -28.1% | +34.2% | +5.4% |
| 3M | -3.5% | -20.0% | +16.5% | -3.6% |
| 6M | -10.8% | -0.1% | -10.7% | -11.0% |
| YTD | -4.0% | +29.2% | -33.1% | -5.7% |
| 1Y | -7.7% | +36.6% | -44.3% | -10.1% |
| All | -7.7% | +33.5% | -41.2% | -10.1% |
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 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