-36.9%
SFM vs FIVE
+55.9%
-92.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.8% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -24.8% | +17.7% | -42.4% | -26.1% |
| 3M | -43.7% | +4.0% | -47.7% | -43.5% |
| 6M | -37.3% | +2.6% | -39.9% | -37.2% |
| YTD | -38.4% | +27.6% | -65.9% | -40.0% |
| 1Y | -36.9% | +59.9% | -96.9% | -42.5% |
| All | -36.9% | +55.9% | -92.8% | -42.5% |
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