-48.8%
SE vs FIVE
+63.3%
-112.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.7% | -2.2% | +3.7% |
| 7D | +6.7% | +7.5% | -0.8% | +5.8% |
| 30D | -17.2% | +16.7% | -33.9% | -18.5% |
| 3M | -28.0% | +13.4% | -41.4% | -29.0% |
| 6M | -6.1% | +9.0% | -15.2% | -6.9% |
| YTD | -37.1% | +33.8% | -70.9% | -39.7% |
| 1Y | -48.8% | +61.2% | -109.9% | -53.1% |
| All | -48.8% | +63.3% | -112.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling