-45.9%
SMR vs FIVE
+51.4%
-97.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.6% | +1.5% | +5.2% |
| 7D | +1.7% | +6.2% | -4.5% | -0.2% |
| 30D | -24.4% | +18.2% | -42.6% | -28.5% |
| 3M | -44.6% | +3.8% | -48.4% | -45.5% |
| 6M | -56.7% | +13.7% | -70.4% | -59.1% |
| YTD | -61.6% | +34.7% | -96.3% | -65.3% |
| 1Y | -82.1% | +66.6% | -148.7% | -84.8% |
| 3Y | +161.5% | +44.3% | +117.3% | +117.1% |
| All | -45.9% | +51.4% | -97.3% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling