+83.1%
SM vs FIVE
+62.4%
+20.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.2% |
| 7D | +9.4% | +2.7% | +6.7% | +10.1% |
| 30D | -14.4% | +12.7% | -27.0% | -11.8% |
| 3M | +1.6% | +2.1% | -0.5% | +2.8% |
| 6M | +6.3% | +17.5% | -11.1% | +9.8% |
| YTD | +78.8% | +31.0% | +47.8% | +76.8% |
| 1Y | +83.1% | +67.7% | +15.4% | +91.0% |
| All | +83.1% | +62.4% | +20.7% | +91.0% |
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