+6.6%
SO vs FIVE
+63.0%
-56.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.1% | +7.3% | -7.4% | 0.0% |
| 30D | +8.7% | +18.1% | -9.4% | +9.0% |
| 3M | +3.4% | +7.7% | -4.3% | +3.7% |
| 6M | +3.7% | +13.6% | -9.9% | +4.2% |
| YTD | +10.0% | +34.6% | -24.6% | +11.2% |
| 1Y | +6.6% | +66.2% | -59.7% | +5.9% |
| All | +6.6% | +63.0% | -56.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling