+71.6%
SM vs FIVE
+63.3%
+8.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +6.7% | -22.0% | -13.7% |
| 7D | -21.5% | +7.5% | -29.0% | -19.8% |
| 30D | -11.4% | +16.7% | -28.1% | -8.1% |
| 3M | +0.6% | +13.4% | -12.7% | +3.5% |
| 6M | +0.2% | +9.0% | -8.8% | +2.1% |
| YTD | +69.7% | +33.8% | +35.9% | +71.7% |
| 1Y | +71.6% | +61.2% | +10.4% | +79.8% |
| All | +71.6% | +63.3% | +8.3% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling