+20.9%
SFM vs FIVE
+42.3%
-21.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | -21.4% | +17.4% | -38.8% | -22.7% |
| 3M | -40.1% | +7.0% | -47.1% | -40.5% |
| 6M | -38.0% | +20.5% | -58.5% | -39.2% |
| YTD | -36.5% | +33.1% | -69.7% | -38.6% |
| 1Y | -35.2% | +67.1% | -102.3% | -38.7% |
| All | +20.9% | +42.3% | -21.3% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling