-49.5%
SMR vs FIVE
+43.3%
-92.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +16.4% |
| 7D | -9.6% | -0.3% | -9.3% | -9.5% |
| 30D | -33.8% | +17.7% | -51.4% | -37.3% |
| 3M | -46.4% | +4.0% | -50.3% | -47.3% |
| 6M | -62.4% | +2.6% | -65.0% | -63.2% |
| YTD | -64.1% | +27.6% | -91.7% | -67.0% |
| 1Y | -84.3% | +59.9% | -144.3% | -86.6% |
| 3Y | +55.8% | +35.8% | +20.1% | +31.8% |
| All | -49.5% | +43.3% | -92.8% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling