-13.0%
SM vs FIVE
+43.9%
-57.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -19.5% | +7.3% | -26.8% | -20.5% |
| 30D | -20.2% | +18.1% | -38.3% | -22.4% |
| 3M | -6.5% | +7.7% | -14.2% | -8.1% |
| 6M | +1.6% | +13.6% | -12.1% | -1.8% |
| YTD | +61.2% | +34.6% | +26.7% | +48.5% |
| 1Y | +65.4% | +66.2% | -0.9% | +44.8% |
| 3Y | -13.0% | +43.5% | -56.5% | -35.8% |
| All | -13.0% | +43.9% | -57.0% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling