+1,882.1%
SRE vs FFIV
+7,518.9%
-5,636.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -1.0% | +0.6% | -0.3% |
| 30D | -0.7% | -5.1% | +4.3% | -0.5% |
| 3M | -6.3% | -4.5% | -1.9% | -6.2% |
| 6M | -10.7% | +36.5% | -47.1% | -12.3% |
| YTD | -3.5% | +53.0% | -56.4% | -6.0% |
| 1Y | +5.3% | +24.2% | -18.9% | +3.7% |
| 3Y | +31.8% | +137.2% | -105.4% | +25.0% |
| 5Y | +47.4% | +91.8% | -44.4% | +40.8% |
| 10Y | +120.6% | +215.2% | -94.6% | +104.6% |
| All | +1,882.1% | +7,518.9% | -5,636.8% | +1,630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling