+108.8%
SFM vs FIVE
+17.0%
+91.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -0.4% | +2.4% | -2.9% | -0.7% |
| 30D | -19.2% | +15.8% | -35.1% | -20.8% |
| 3M | -40.3% | +3.8% | -44.1% | -40.7% |
| 6M | -40.9% | +18.5% | -59.4% | -42.3% |
| YTD | -35.5% | +31.2% | -66.7% | -38.2% |
| 1Y | -37.4% | +61.8% | -99.3% | -41.7% |
| 3Y | +25.5% | +39.9% | -14.4% | +16.6% |
| All | +108.8% | +17.0% | +91.8% | +95.3% |
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