+86.2%
SU vs FFIV
+33.5%
+52.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | -7.1% | -9.8% | +2.7% | -7.0% |
| 30D | +4.8% | -28.1% | +32.8% | +5.2% |
| 3M | +12.5% | -20.0% | +32.5% | +12.1% |
| 6M | +6.5% | -0.1% | +6.5% | +4.8% |
| YTD | +65.8% | +29.2% | +36.6% | +64.1% |
| 1Y | +86.2% | +36.6% | +49.6% | +85.9% |
| All | +86.2% | +33.5% | +52.6% | +85.9% |
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 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