+63.7%
SE vs FIVE
+40.0%
+23.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | +2.7% | -3.1% | -1.0% |
| 30D | -20.9% | +12.7% | -33.6% | -22.5% |
| 3M | -38.9% | +2.1% | -40.9% | -39.2% |
| 6M | -19.4% | +17.5% | -36.9% | -22.4% |
| YTD | -40.9% | +31.0% | -71.9% | -44.4% |
| 1Y | -46.2% | +67.7% | -113.9% | -51.8% |
| 3Y | +63.7% | +43.4% | +20.3% | +46.7% |
| All | +63.7% | +40.0% | +23.8% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling