+3,415.8%
SITM vs FIVE
+109.1%
+3,306.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.6% | +4.0% | +6.7% |
| 7D | +9.4% | +6.2% | +3.2% | +5.7% |
| 30D | -25.4% | +18.2% | -43.5% | -32.0% |
| 3M | -37.0% | +3.8% | -40.8% | -39.1% |
| 6M | -45.1% | +13.7% | -58.9% | -50.3% |
| YTD | +29.4% | +34.7% | -5.3% | +5.9% |
| 1Y | +39.8% | +66.6% | -26.8% | +1.8% |
| 3Y | +328.2% | +44.3% | +283.9% | +194.6% |
| 5Y | +87.4% | +18.8% | +68.6% | +41.1% |
| All | +3,415.8% | +109.1% | +3,306.7% | +1,719.4% |
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