-36.7%
SM vs FIVE
+822.5%
-859.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -25.9% | -0.3% | -25.6% | -26.2% |
| 30D | -15.1% | +17.7% | -32.8% | -20.0% |
| 3M | +4.9% | +4.0% | +0.9% | +1.9% |
| 6M | +6.1% | +2.6% | +3.5% | +2.3% |
| YTD | +63.4% | +27.6% | +35.9% | +43.9% |
| 1Y | +72.5% | +59.9% | +12.5% | +39.8% |
| 3Y | -16.9% | +35.8% | -52.7% | -35.0% |
| 5Y | -10.6% | +14.4% | -25.1% | -28.8% |
| 10Y | +11.3% | +576.1% | -564.8% | -50.8% |
| All | -36.7% | +822.5% | -859.2% | -75.1% |
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