+229.3%
SAP vs FIVN
+104.7%
+124.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -2.5% | -22.8% | +20.3% | +2.3% |
| 30D | +7.5% | -21.3% | +28.8% | +12.0% |
| 3M | +11.6% | -14.0% | +25.6% | +13.8% |
| 6M | +37.6% | +31.1% | +6.5% | +28.6% |
| YTD | -2.0% | +40.0% | -42.0% | -10.7% |
| 1Y | -6.4% | +38.1% | -44.4% | -14.7% |
| 3Y | +67.7% | -55.7% | +123.4% | +78.9% |
| 5Y | +75.7% | -82.5% | +158.2% | +111.4% |
| 10Y | +229.3% | +92.4% | +136.9% | +151.2% |
| All | +229.3% | +104.7% | +124.6% | +151.2% |
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