+59.8%
SAP vs FIVN
-52.8%
+112.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | -2.9% | -2.3% | -0.6% | -2.4% |
| 30D | +9.0% | +12.4% | -3.4% | +5.8% |
| 3M | +14.9% | +36.0% | -21.1% | +6.6% |
| 6M | +11.9% | +86.0% | -74.1% | -3.1% |
| YTD | -9.9% | +65.9% | -75.8% | -20.8% |
| 1Y | -19.5% | +26.5% | -46.0% | -26.6% |
| All | +59.8% | -52.8% | +112.5% | +56.2% |
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 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