+439.5%
SN vs FIVE
+15.5%
+423.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +7.2% | -0.3% | +7.5% | +7.2% |
| 30D | +20.4% | +17.7% | +2.7% | +14.2% |
| 3M | +23.9% | +4.0% | +19.9% | +21.8% |
| 6M | +93.0% | +2.6% | +90.4% | +89.2% |
| YTD | +99.2% | +27.6% | +71.7% | +81.6% |
| 1Y | +142.6% | +59.9% | +82.7% | +105.8% |
| 3Y | +398.8% | +35.8% | +363.0% | +273.1% |
| All | +439.5% | +15.5% | +423.9% | +235.3% |
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 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