+102.9%
SFM vs FIVE
+545.5%
-442.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.2% |
| 7D | -0.1% | +4.3% | -4.3% | -0.7% |
| 30D | -4.4% | +12.5% | -16.9% | -5.9% |
| 3M | +1.5% | +31.2% | -29.7% | -2.2% |
| 6M | +6.5% | +14.4% | -7.9% | +3.9% |
| YTD | +2.2% | +33.9% | -31.7% | -2.6% |
| 1Y | -41.9% | +65.1% | -106.9% | -46.3% |
| 3Y | +106.8% | +49.0% | +57.8% | +86.7% |
| 5Y | +231.6% | +30.3% | +201.3% | +198.9% |
| 10Y | +258.4% | +481.1% | -222.7% | +129.2% |
| All | +102.9% | +545.5% | -442.6% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling