+169.2%
SITM vs FIVE
+38.7%
+130.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.5% |
| 7D | +8.4% | +3.7% | +4.7% | +6.3% |
| 30D | -17.4% | +4.0% | -21.4% | -19.4% |
| 3M | -9.8% | +36.2% | -46.1% | -23.6% |
| 6M | +83.0% | +18.0% | +65.0% | +63.2% |
| YTD | +69.6% | +34.9% | +34.7% | +40.3% |
| 1Y | +144.9% | +67.9% | +77.0% | +78.9% |
| 3Y | +429.9% | +57.3% | +372.5% | +244.1% |
| 5Y | +169.2% | +39.5% | +129.6% | +88.0% |
| All | +169.2% | +38.7% | +130.5% | +88.0% |
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