+235.8%
SU vs FIVE
+505.3%
-269.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +0.3% | +2.4% | -2.1% | -0.2% |
| 30D | -7.9% | +15.8% | -23.7% | -10.8% |
| 3M | +9.2% | +3.8% | +5.4% | +7.7% |
| 6M | +5.5% | +18.5% | -13.1% | +0.5% |
| YTD | +59.5% | +31.2% | +28.3% | +47.4% |
| 1Y | +59.9% | +61.8% | -1.9% | +41.0% |
| 3Y | +130.3% | +39.9% | +90.4% | +97.6% |
| 5Y | +225.3% | +18.3% | +207.0% | +181.0% |
| All | +235.8% | +505.3% | -269.6% | +102.9% |
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 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