+355.7%
SU vs FFIV
+95.0%
+260.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +1.7% | +1.6% | 0.0% | +1.3% |
| 30D | +9.6% | -3.7% | +13.4% | +10.4% |
| 3M | +11.7% | +2.0% | +9.8% | +10.7% |
| 6M | +21.9% | +39.3% | -17.3% | +12.2% |
| YTD | +58.6% | +56.1% | +2.5% | +41.5% |
| 1Y | +66.5% | +22.0% | +44.5% | +57.5% |
| 3Y | +121.4% | +148.2% | -26.8% | +71.8% |
| 5Y | +355.7% | +96.3% | +259.4% | +256.4% |
| All | +355.7% | +95.0% | +260.7% | +256.4% |
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