-35.0%
SFM vs FIVE
+63.3%
-98.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.7% | -3.1% | +3.2% |
| 7D | -12.3% | +7.5% | -19.7% | -12.7% |
| 30D | -16.2% | +16.7% | -32.9% | -17.6% |
| 3M | -36.8% | +13.4% | -50.2% | -37.0% |
| 6M | -32.6% | +9.0% | -41.6% | -32.8% |
| YTD | -31.7% | +33.8% | -65.5% | -34.5% |
| 1Y | -35.0% | +61.2% | -96.2% | -42.2% |
| All | -35.0% | +63.3% | -98.2% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling