-26.4%
SPOT vs FIVE
+65.4%
-91.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | -2.9% | +3.7% | -6.5% | -2.9% |
| 30D | +8.3% | +4.0% | +4.3% | +8.3% |
| 3M | +5.1% | +36.2% | -31.2% | +4.6% |
| 6M | -6.5% | +18.0% | -24.5% | -6.3% |
| YTD | -9.0% | +34.9% | -43.9% | -9.7% |
| 1Y | -26.4% | +67.9% | -94.3% | -28.0% |
| All | -26.4% | +65.4% | -91.8% | -28.0% |
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 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