+365.7%
SE vs FIVE
+317.5%
+48.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -20.0% | +17.7% | -37.7% | -24.7% |
| 3M | -31.8% | +4.0% | -35.7% | -33.2% |
| 6M | -15.9% | +2.6% | -18.5% | -18.4% |
| YTD | -40.6% | +27.6% | -68.2% | -47.5% |
| 1Y | -50.7% | +59.9% | -110.6% | -60.2% |
| 3Y | +70.3% | +35.8% | +34.5% | +32.1% |
| 5Y | -78.8% | +14.4% | -93.3% | -82.7% |
| All | +365.7% | +317.5% | +48.3% | +179.9% |
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