-6.3%
SM vs FIVE
+50.0%
-56.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.4% |
| 7D | +0.1% | +4.3% | -4.2% | -0.6% |
| 30D | +26.3% | +12.5% | +13.8% | +23.3% |
| 3M | +8.7% | +31.2% | -22.6% | +2.9% |
| 6M | +51.7% | +14.4% | +37.3% | +45.5% |
| YTD | +99.0% | +33.9% | +65.2% | +83.9% |
| 1Y | +34.6% | +65.1% | -30.5% | +18.1% |
| All | -6.3% | +50.0% | -56.4% | -29.9% |
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