+175.2%
SO vs FIVE
+563.4%
-388.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +8.1% | +17.7% | -9.6% | +6.4% |
| 3M | +0.2% | +4.0% | -3.8% | -0.3% |
| 6M | +0.4% | +2.6% | -2.2% | -0.3% |
| YTD | +8.5% | +27.6% | -19.1% | +5.2% |
| 1Y | +4.9% | +59.9% | -55.0% | -0.6% |
| 3Y | +47.9% | +35.8% | +12.1% | +40.3% |
| 5Y | +75.7% | +14.4% | +61.3% | +67.2% |
| All | +175.2% | +563.4% | -388.3% | +120.1% |
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