+243.5%
SAN vs FIVN
-56.5%
+300.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +1.0% |
| 7D | +4.0% | -2.8% | +6.8% | +4.3% |
| 30D | -7.8% | -17.4% | +9.6% | -6.3% |
| 3M | -16.4% | -19.2% | +2.8% | -15.1% |
| 6M | +3.5% | +29.4% | -25.8% | -0.7% |
| YTD | +6.7% | +36.3% | -29.6% | +0.4% |
| 1Y | +14.5% | +33.5% | -19.0% | +7.9% |
| 3Y | +243.5% | -56.8% | +300.4% | +245.0% |
| All | +243.5% | -56.5% | +300.0% | +245.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling