+235.4%
SAP vs FIVN
+92.2%
+143.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.9% | -17.4% | +13.5% | -0.5% |
| 30D | +6.5% | -20.4% | +26.9% | +10.8% |
| 3M | +14.7% | -9.6% | +24.3% | +15.7% |
| 6M | +39.9% | +34.7% | +5.2% | +30.1% |
| YTD | -2.0% | +40.6% | -42.6% | -10.8% |
| 1Y | -6.0% | +34.3% | -40.3% | -13.9% |
| 3Y | +67.7% | -55.5% | +123.1% | +78.7% |
| 5Y | +78.8% | -82.5% | +161.2% | +114.8% |
| All | +235.4% | +92.2% | +143.2% | +157.2% |
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