+126.1%
SRE vs FFIV
+239.4%
-113.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.3% |
| 7D | +1.5% | +3.5% | -2.0% | +0.8% |
| 30D | +0.8% | -1.3% | +2.1% | +0.9% |
| 3M | -5.8% | +2.4% | -8.2% | -6.7% |
| 6M | -7.8% | +41.8% | -49.6% | -15.1% |
| YTD | -2.4% | +58.5% | -60.9% | -12.7% |
| 1Y | +8.9% | +24.3% | -15.4% | +2.4% |
| 3Y | +31.1% | +152.0% | -120.9% | +3.3% |
| 5Y | +48.6% | +99.1% | -50.5% | +20.9% |
| 10Y | +126.1% | +242.8% | -116.6% | +56.5% |
| All | +126.1% | +239.4% | -113.3% | +56.5% |
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