+45.7%
FIVE vs SPY
+79.4%
-33.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.8% |
| 7D | -0.5% | -0.9% | +0.4% | +0.6% |
| 30D | +17.4% | -2.4% | +19.7% | +21.0% |
| 3M | +7.0% | -1.2% | +8.2% | +8.4% |
| 6M | +20.5% | +3.3% | +17.2% | +14.3% |
| YTD | +33.1% | +12.3% | +20.8% | +12.4% |
| 1Y | +67.1% | +12.4% | +54.6% | +40.9% |
| All | +45.7% | +79.4% | -33.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling