+589.4%
SE vs FIVE
+338.2%
+251.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.8% |
| 7D | -6.1% | +4.3% | -10.4% | -7.6% |
| 30D | -2.5% | +12.5% | -15.0% | -7.2% |
| 3M | +21.7% | +31.2% | -9.5% | +8.9% |
| 6M | +27.0% | +14.4% | +12.6% | +17.7% |
| YTD | -12.1% | +33.9% | -46.0% | -23.5% |
| 1Y | -40.9% | +65.1% | -106.0% | -53.1% |
| 3Y | +191.0% | +49.0% | +142.0% | +117.2% |
| 5Y | -68.3% | +30.3% | -98.6% | -75.3% |
| All | +589.4% | +338.2% | +251.2% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling