+355.0%
SE vs FIVE
+335.6%
+19.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | -7.7% | -0.5% | -7.2% | -7.5% |
| 30D | -22.8% | +17.4% | -40.2% | -27.3% |
| 3M | -43.7% | +7.0% | -50.8% | -45.4% |
| 6M | -12.8% | +20.5% | -33.3% | -20.3% |
| YTD | -42.0% | +33.1% | -75.1% | -49.5% |
| 1Y | -48.0% | +67.1% | -115.1% | -58.7% |
| 3Y | +62.7% | +41.9% | +20.8% | +24.1% |
| 5Y | -77.8% | +21.1% | -98.9% | -82.2% |
| All | +355.0% | +335.6% | +19.4% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling