-77.1%
SE vs FIVE
+18.8%
-95.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +7.3% | -7.3% | -2.8% |
| 30D | -19.4% | +18.1% | -37.4% | -24.8% |
| 3M | -33.1% | +7.7% | -40.8% | -35.6% |
| 6M | -11.4% | +13.6% | -25.1% | -18.1% |
| YTD | -39.8% | +34.6% | -74.4% | -49.0% |
| 1Y | -50.5% | +66.2% | -116.7% | -62.0% |
| 3Y | +68.9% | +43.5% | +25.4% | +28.6% |
| 5Y | -77.1% | +20.7% | -97.8% | -81.2% |
| All | -77.1% | +18.8% | -95.9% | -81.2% |
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 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