+447.8%
SN vs FIVE
+18.6%
+429.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.5% | +2.7% | -1.1% | +0.7% |
| 30D | +21.5% | +12.7% | +8.8% | +16.9% |
| 3M | +20.0% | +2.1% | +18.0% | +18.7% |
| 6M | +119.9% | +17.5% | +102.5% | +106.4% |
| YTD | +102.3% | +31.0% | +71.4% | +82.9% |
| 1Y | +148.0% | +67.7% | +80.2% | +107.1% |
| 3Y | +450.0% | +43.4% | +406.6% | +308.2% |
| All | +447.8% | +18.6% | +429.2% | +237.6% |
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