+3,535.1%
SITM vs FIVE
+106.6%
+3,428.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.9% |
| 7D | +17.2% | -0.5% | +17.7% | +17.8% |
| 30D | -17.1% | +17.4% | -34.5% | -24.3% |
| 3M | -29.2% | +7.0% | -36.2% | -32.7% |
| 6M | -47.6% | +20.5% | -68.0% | -53.7% |
| YTD | +33.8% | +33.1% | +0.7% | +10.1% |
| 1Y | +54.1% | +67.1% | -13.0% | +11.9% |
| 3Y | +337.6% | +41.9% | +295.7% | +203.7% |
| 5Y | +89.7% | +21.1% | +68.7% | +41.4% |
| All | +3,535.1% | +106.6% | +3,428.5% | +1,792.3% |
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