+265.2%
SU vs FIVE
+491.7%
-226.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.8% |
| 30D | +8.4% | +2.7% | +5.7% | +7.6% |
| 3M | +12.1% | +21.1% | -9.0% | +7.3% |
| 6M | +19.7% | +11.9% | +7.7% | +15.2% |
| YTD | +58.4% | +29.9% | +28.6% | +47.4% |
| 1Y | +67.2% | +67.8% | -0.6% | +46.5% |
| 3Y | +125.0% | +52.8% | +72.3% | +89.2% |
| 5Y | +355.1% | +31.3% | +323.8% | +281.0% |
| All | +265.2% | +491.7% | -226.5% | +129.8% |
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