-48.0%
SE vs FIVE
+66.9%
-114.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.5% |
| 7D | -7.7% | -0.5% | -7.2% | -7.7% |
| 30D | -22.8% | +17.4% | -40.2% | -23.9% |
| 3M | -43.7% | +7.0% | -50.8% | -44.1% |
| 6M | -12.8% | +20.5% | -33.3% | -15.2% |
| YTD | -42.0% | +33.1% | -75.1% | -43.1% |
| 1Y | -48.0% | +67.1% | -115.1% | -49.3% |
| All | -48.0% | +66.9% | -114.9% | -49.3% |
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