+238.8%
SU vs FIVE
+504.2%
-265.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.7% | +2.7% | -0.9% | +1.1% |
| 30D | -7.9% | +12.7% | -20.5% | -10.3% |
| 3M | +7.5% | +2.1% | +5.5% | +6.5% |
| 6M | +7.2% | +17.5% | -10.3% | +2.4% |
| YTD | +60.9% | +31.0% | +30.0% | +48.8% |
| 1Y | +63.6% | +67.7% | -4.1% | +43.1% |
| 3Y | +128.9% | +43.4% | +85.5% | +95.1% |
| 5Y | +228.3% | +18.1% | +210.2% | +183.7% |
| All | +238.8% | +504.2% | -265.4% | +104.8% |
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