-23.0%
SM vs FIVE
+868.1%
-891.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -4.2% |
| 7D | +0.1% | +4.3% | -4.2% | -1.4% |
| 30D | +26.3% | +12.5% | +13.8% | +20.6% |
| 3M | +8.7% | +31.2% | -22.6% | -1.8% |
| 6M | +51.7% | +14.4% | +37.3% | +40.5% |
| YTD | +99.0% | +33.9% | +65.2% | +74.1% |
| 1Y | +34.6% | +65.1% | -30.5% | +8.7% |
| 3Y | -7.8% | +49.0% | -56.7% | -29.7% |
| 5Y | +104.8% | +30.3% | +74.5% | +56.3% |
| 10Y | +7.2% | +481.1% | -473.9% | -50.4% |
| All | -23.0% | +868.1% | -891.1% | -69.9% |
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 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