-15.7%
STM vs FIVE
+14.2%
-29.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | -10.7% | -0.3% | -10.5% | -10.7% |
| 30D | -25.7% | +17.7% | -43.4% | -30.0% |
| 3M | -21.6% | +4.0% | -25.5% | -23.3% |
| 6M | -27.8% | +2.6% | -30.4% | -29.5% |
| YTD | +61.8% | +27.6% | +34.2% | +45.0% |
| 1Y | +78.1% | +59.9% | +18.2% | +46.8% |
| 3Y | +4.9% | +35.8% | -30.9% | -15.1% |
| All | -15.7% | +14.2% | -29.9% | -33.2% |
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