+851.7%
FIVE vs SPY
+613.4%
+238.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.6% |
| 7D | +4.3% | +0.1% | +4.2% | +4.0% |
| 30D | +12.5% | +0.1% | +12.5% | +12.4% |
| 3M | +31.2% | +2.0% | +29.2% | +27.2% |
| 6M | +14.4% | +13.0% | +1.4% | -3.0% |
| YTD | +33.9% | +13.5% | +20.3% | +13.0% |
| 1Y | +65.1% | +20.0% | +45.1% | +30.3% |
| 3Y | +49.0% | +77.2% | -28.2% | -27.1% |
| 5Y | +30.3% | +81.9% | -51.6% | -36.8% |
| 10Y | +481.1% | +314.1% | +167.0% | +14.7% |
| All | +851.7% | +613.4% | +238.3% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling