+242.0%
SFM vs FIVE
+31.2%
+210.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.2% |
| 7D | -0.1% | +4.3% | -4.3% | -0.6% |
| 30D | -4.4% | +12.5% | -16.9% | -5.7% |
| 3M | +1.5% | +31.2% | -29.7% | -1.8% |
| 6M | +6.5% | +14.4% | -7.9% | +4.2% |
| YTD | +2.2% | +33.9% | -31.7% | -2.2% |
| 1Y | -41.9% | +65.1% | -106.9% | -45.9% |
| 3Y | +106.8% | +49.0% | +57.8% | +90.1% |
| All | +242.0% | +31.2% | +210.8% | +215.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling