+319.5%
SN vs FIVE
+21.2%
+298.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.7% |
| 7D | -9.3% | +4.3% | -13.6% | -10.6% |
| 30D | -4.8% | +12.5% | -17.3% | -8.7% |
| 3M | +40.4% | +31.2% | +9.2% | +28.1% |
| 6M | +50.9% | +14.4% | +36.6% | +42.8% |
| YTD | +54.9% | +33.9% | +21.0% | +39.3% |
| 1Y | +43.0% | +65.1% | -22.0% | +19.8% |
| 3Y | +391.8% | +49.0% | +342.9% | +250.6% |
| All | +319.5% | +21.2% | +298.3% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling