+14.4%
FIVE vs SUNB
-4.7%
+19.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.2% | +4.7% |
| 7D | +4.3% | -6.3% | +10.6% | +4.7% |
| 30D | +12.5% | -14.2% | +26.7% | +13.8% |
| 3M | +31.2% | -14.7% | +46.0% | +32.7% |
| 6M | +14.4% | -7.9% | +22.3% | +13.0% |
| All | +14.4% | -4.7% | +19.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling