+582.3%
SPY vs FIVE
+822.5%
-240.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -4.1% | +4.0% | -8.1% | -5.1% |
| 6M | +0.7% | +2.6% | -1.9% | -0.6% |
| YTD | +8.7% | +27.6% | -18.9% | +2.6% |
| 1Y | +10.9% | +59.9% | -49.1% | +0.3% |
| 3Y | +75.0% | +35.8% | +39.2% | +55.0% |
| 5Y | +67.8% | +14.4% | +53.4% | +49.3% |
| 10Y | +312.9% | +576.1% | -263.3% | +169.1% |
| All | +582.3% | +822.5% | -240.1% | +319.0% |
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 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