-85.6%
SMR vs FIVE
+63.3%
-148.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.7% | -11.2% | -7.9% |
| 7D | -9.5% | +7.5% | -17.0% | -13.0% |
| 30D | -33.2% | +16.7% | -49.9% | -38.8% |
| 3M | -45.9% | +13.4% | -59.3% | -50.6% |
| 6M | -57.9% | +9.0% | -66.9% | -60.4% |
| YTD | -63.8% | +33.8% | -97.6% | -72.3% |
| 1Y | -85.6% | +61.2% | -146.8% | -91.4% |
| All | -85.6% | +63.3% | -148.9% | -91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling