+1.7%
SM vs FIVE
+596.6%
-594.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.3% | -4.6% |
| 7D | -22.3% | +6.2% | -28.5% | -24.3% |
| 30D | -21.4% | +18.2% | -39.5% | -26.2% |
| 3M | +1.4% | +3.8% | -2.5% | -1.6% |
| 6M | +0.1% | +13.7% | -13.6% | -7.0% |
| YTD | +59.0% | +34.7% | +24.2% | +36.2% |
| 1Y | +64.3% | +66.6% | -2.3% | +29.5% |
| 3Y | -13.1% | +44.3% | -57.4% | -34.4% |
| 5Y | -13.9% | +18.8% | -32.6% | -32.7% |
| 10Y | +1.7% | +569.2% | -567.5% | -47.5% |
| All | +1.7% | +596.6% | -594.9% | -47.5% |
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