-67.1%
SMR vs FIVE
+65.4%
-132.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.7% | +14.5% | +14.8% |
| 7D | +21.4% | +3.7% | +17.7% | +18.6% |
| 30D | +13.8% | +4.0% | +9.9% | +10.2% |
| 3M | +3.9% | +36.2% | -32.3% | -16.6% |
| 6M | -4.2% | +18.0% | -22.2% | -15.1% |
| YTD | -21.1% | +34.9% | -56.0% | -37.5% |
| 1Y | -67.1% | +67.9% | -135.0% | -78.5% |
| All | -67.1% | +65.4% | -132.4% | -78.5% |
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