+154.5%
SO vs FIVE
+477.5%
-323.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.2% |
| 7D | -0.2% | +4.3% | -4.4% | -0.6% |
| 30D | -4.6% | +12.5% | -17.1% | -5.7% |
| 3M | -3.0% | +31.2% | -34.3% | -5.6% |
| 6M | -8.3% | +14.4% | -22.6% | -9.9% |
| YTD | +3.5% | +33.9% | -30.4% | 0.0% |
| 1Y | -0.9% | +65.1% | -66.0% | -6.6% |
| 3Y | +45.4% | +49.0% | -3.6% | +36.3% |
| 5Y | +59.6% | +30.3% | +29.3% | +48.8% |
| All | +154.5% | +477.5% | -323.0% | +102.2% |
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 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