+11.9%
SM vs FIVE
+535.9%
-524.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.6% | +5.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -17.3% | +17.4% | -34.7% | -22.3% |
| 3M | -3.6% | +7.0% | -10.6% | -7.3% |
| 6M | +2.9% | +20.5% | -17.6% | -6.3% |
| YTD | +70.2% | +33.1% | +37.1% | +46.3% |
| 1Y | +66.5% | +67.1% | -0.6% | +31.0% |
| 3Y | -8.2% | +41.9% | -50.1% | -30.3% |
| 5Y | -1.5% | +21.1% | -22.5% | -23.9% |
| 10Y | +11.9% | +518.8% | -506.9% | -43.4% |
| All | +11.9% | +535.9% | -524.0% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling