-16.9%
SM vs FIVE
+34.8%
-51.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -25.9% | -0.3% | -25.6% | -26.0% |
| 30D | -15.1% | +17.7% | -32.8% | -17.4% |
| 3M | +4.9% | +4.0% | +0.9% | +3.4% |
| 6M | +6.1% | +2.6% | +3.5% | +4.3% |
| YTD | +63.4% | +27.6% | +35.9% | +51.7% |
| 1Y | +72.5% | +59.9% | +12.5% | +51.7% |
| 3Y | -16.9% | +35.8% | -52.7% | -38.7% |
| All | -16.9% | +34.8% | -51.7% | -38.7% |
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