+258.3%
SO vs FIVE
+826.1%
-567.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.6% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | +9.2% | +14.9% | -5.7% | +7.9% |
| 3M | +1.1% | +7.6% | -6.5% | +0.3% |
| 6M | -1.1% | +6.4% | -7.5% | -2.0% |
| YTD | +9.7% | +28.1% | -18.4% | +6.7% |
| 1Y | +5.5% | +54.7% | -49.2% | +0.8% |
| 3Y | +47.0% | +36.1% | +11.0% | +39.6% |
| 5Y | +77.6% | +14.9% | +62.7% | +68.7% |
| 10Y | +181.0% | +578.8% | -397.8% | +119.0% |
| All | +258.3% | +826.1% | -567.8% | +166.1% |
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