+465.1%
STM vs FIVE
+504.2%
-39.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +12.0% | +2.7% | +9.4% | +11.0% |
| 30D | -0.4% | +12.7% | -13.0% | -4.7% |
| 3M | -13.2% | +2.1% | -15.2% | -14.6% |
| 6M | -26.1% | +17.5% | -43.5% | -31.4% |
| YTD | +81.2% | +31.0% | +50.2% | +60.3% |
| 1Y | +98.3% | +67.7% | +30.6% | +59.7% |
| 3Y | +16.7% | +43.4% | -26.7% | -8.8% |
| 5Y | -4.8% | +18.1% | -22.9% | -23.2% |
| All | +465.1% | +504.2% | -39.1% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling