+425.4%
SN vs FIVE
+16.0%
+409.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.4% |
| 7D | +3.8% | -1.7% | +5.6% | +4.4% |
| 30D | +17.5% | +14.9% | +2.6% | +12.3% |
| 3M | +19.2% | +7.6% | +11.6% | +15.8% |
| 6M | +84.9% | +6.4% | +78.5% | +79.1% |
| YTD | +94.0% | +28.1% | +66.0% | +76.7% |
| 1Y | +151.3% | +54.7% | +96.6% | +115.2% |
| 3Y | +387.1% | +36.1% | +351.0% | +263.8% |
| All | +425.4% | +16.0% | +409.4% | +226.2% |
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