+335.4%
SAN vs FIVN
+115.6%
+219.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.8% | -11.3% | +8.5% | -1.5% |
| 30D | -0.5% | -7.3% | +6.8% | +0.1% |
| 3M | +22.7% | +41.7% | -19.0% | +17.1% |
| 6M | +28.8% | +78.3% | -49.5% | +18.3% |
| YTD | +26.3% | +50.9% | -24.6% | +17.9% |
| 1Y | +48.8% | +19.7% | +29.2% | +42.4% |
| 3Y | +347.2% | -55.7% | +403.0% | +366.1% |
| 5Y | +383.8% | -82.6% | +466.3% | +434.8% |
| All | +335.4% | +115.6% | +219.8% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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