+1,773.4%
SRE vs FFIV
+6,100.0%
-4,326.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.6% |
| 7D | -8.4% | -2.1% | -6.3% | -8.3% |
| 30D | -3.2% | -33.8% | +30.6% | -1.2% |
| 3M | -5.3% | -20.6% | +15.3% | -4.4% |
| 6M | -12.6% | -10.2% | -2.4% | -12.4% |
| YTD | -8.8% | +24.5% | -33.2% | -10.3% |
| 1Y | -13.4% | +29.3% | -42.7% | -15.1% |
| 3Y | +24.4% | +103.8% | -79.4% | +18.8% |
| 5Y | +47.3% | +40.9% | +6.5% | +42.8% |
| 10Y | +116.7% | +126.6% | -9.9% | +103.9% |
| All | +1,773.4% | +6,100.0% | -4,326.6% | +1,549.9% |
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