+77.0%
SO vs FIVE
+14.2%
+62.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +8.1% | +17.7% | -9.6% | +7.7% |
| 3M | +0.2% | +4.0% | -3.8% | +0.1% |
| 6M | +0.4% | +2.6% | -2.2% | +0.3% |
| YTD | +8.5% | +27.6% | -19.1% | +7.7% |
| 1Y | +4.9% | +59.9% | -55.0% | +3.6% |
| 3Y | +47.9% | +35.8% | +12.1% | +49.4% |
| All | +77.0% | +14.2% | +62.9% | +78.0% |
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