-37.4%
SM vs FIVE
+826.1%
-863.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -3.2% |
| 7D | -25.1% | -1.7% | -23.4% | -25.1% |
| 30D | -15.6% | +14.9% | -30.5% | -19.8% |
| 3M | +2.7% | +7.6% | -4.9% | -1.4% |
| 6M | -3.8% | +6.4% | -10.3% | -8.5% |
| YTD | +61.8% | +28.1% | +33.8% | +42.3% |
| 1Y | +71.4% | +54.7% | +16.7% | +40.5% |
| 3Y | -20.7% | +36.1% | -56.8% | -38.0% |
| 5Y | -11.5% | +14.9% | -26.4% | -29.6% |
| 10Y | +10.2% | +578.8% | -568.6% | -51.3% |
| All | -37.4% | +826.1% | -863.5% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling