+35.8%
FIVE vs SPY
+75.1%
-39.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.8% |
| 7D | -0.3% | -2.7% | +2.4% | +3.3% |
| 30D | +17.7% | -5.4% | +23.1% | +26.2% |
| 3M | +4.0% | -4.1% | +8.1% | +9.4% |
| 6M | +2.6% | +0.7% | +1.9% | +0.5% |
| YTD | +27.6% | +8.7% | +18.9% | +12.4% |
| 1Y | +59.9% | +10.9% | +49.1% | +36.9% |
| 3Y | +35.8% | +75.0% | -39.2% | -34.5% |
| All | +35.8% | +75.1% | -39.3% | -34.5% |
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