+432.7%
SN vs FIVE
+18.8%
+413.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | +1.4% | +2.4% | -1.1% | +0.6% |
| 30D | +16.6% | +15.8% | +0.8% | +11.2% |
| 3M | +18.3% | +3.8% | +14.5% | +16.4% |
| 6M | +103.1% | +18.5% | +84.5% | +90.0% |
| YTD | +96.7% | +31.2% | +65.5% | +77.7% |
| 1Y | +134.3% | +61.8% | +72.5% | +97.9% |
| 3Y | +425.2% | +39.9% | +385.3% | +289.3% |
| All | +432.7% | +18.8% | +413.8% | +228.1% |
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 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