+363.5%
SE vs FIVE
+328.6%
+34.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | +2.7% | -3.1% | -1.5% |
| 30D | -20.9% | +12.7% | -33.6% | -24.4% |
| 3M | -38.9% | +2.1% | -40.9% | -39.7% |
| 6M | -19.4% | +17.5% | -36.9% | -25.7% |
| YTD | -40.9% | +31.0% | -71.9% | -48.2% |
| 1Y | -46.2% | +67.7% | -113.9% | -57.3% |
| 3Y | +63.7% | +43.4% | +20.3% | +24.1% |
| 5Y | -77.9% | +18.1% | -96.0% | -82.2% |
| All | +363.5% | +328.6% | +34.9% | +175.8% |
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