+67.6%
SPY vs FIVE
+14.2%
+53.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -5.4% | +17.7% | -23.1% | -8.1% |
| 3M | -4.1% | +4.0% | -8.1% | -5.1% |
| 6M | +0.7% | +2.6% | -1.9% | -0.5% |
| YTD | +8.7% | +27.6% | -18.9% | +2.7% |
| 1Y | +10.9% | +59.9% | -49.1% | +0.5% |
| 3Y | +75.0% | +35.8% | +39.2% | +57.3% |
| All | +67.6% | +14.2% | +53.5% | +51.9% |
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 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