+96.5%
STM vs FIVE
+63.3%
+33.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.7% | -12.8% | -7.6% |
| 7D | -6.0% | +7.5% | -13.5% | -7.7% |
| 30D | -20.9% | +16.7% | -37.7% | -24.0% |
| 3M | -15.8% | +13.4% | -29.1% | -19.2% |
| 6M | -17.0% | +9.0% | -26.1% | -19.6% |
| YTD | +76.8% | +33.8% | +43.0% | +59.0% |
| 1Y | +96.5% | +61.2% | +35.3% | +65.3% |
| All | +96.5% | +63.3% | +33.2% | +65.3% |
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