+2,500.1%
SU vs FFIV
+7,502.3%
-5,002.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -1.5% | +0.6% | -0.8% |
| 30D | +13.7% | -2.7% | +16.3% | +14.0% |
| 3M | +8.0% | -1.7% | +9.7% | +8.0% |
| 6M | +21.0% | +36.1% | -15.1% | +16.7% |
| YTD | +56.2% | +52.6% | +3.6% | +48.6% |
| 1Y | +72.2% | +21.5% | +50.7% | +67.5% |
| 3Y | +118.1% | +142.7% | -24.6% | +96.1% |
| 5Y | +350.3% | +92.6% | +257.8% | +312.1% |
| 10Y | +248.5% | +225.5% | +23.0% | +201.7% |
| All | +2,500.1% | +7,502.3% | -5,002.3% | +1,848.0% |
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