+47.3%
SRE vs FFIV
+42.4%
+4.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.5% |
| 7D | -8.4% | -2.1% | -6.3% | -8.1% |
| 30D | -3.2% | -33.8% | +30.6% | +1.8% |
| 3M | -5.3% | -20.6% | +15.3% | -3.2% |
| 6M | -12.6% | -10.2% | -2.4% | -12.8% |
| YTD | -8.8% | +24.5% | -33.2% | -14.7% |
| 1Y | -13.4% | +29.3% | -42.7% | -19.7% |
| 3Y | +24.4% | +103.8% | -79.4% | +3.7% |
| 5Y | +47.3% | +40.9% | +6.5% | +23.3% |
| All | +47.3% | +42.4% | +4.9% | +23.3% |
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