-68.1%
SE vs FIVE
+31.2%
-99.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -3.0% |
| 7D | -6.1% | +4.3% | -10.4% | -7.8% |
| 30D | -2.5% | +12.5% | -15.0% | -7.8% |
| 3M | +21.7% | +31.2% | -9.5% | +7.4% |
| 6M | +27.0% | +14.4% | +12.6% | +16.5% |
| YTD | -12.1% | +33.9% | -46.0% | -25.1% |
| 1Y | -40.9% | +65.1% | -106.0% | -54.8% |
| 3Y | +191.0% | +49.0% | +142.0% | +114.1% |
| All | -68.1% | +31.2% | -99.3% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling