+256.8%
SAP vs FIVN
+249.1%
+7.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -0.9% |
| 7D | +1.5% | -22.4% | +23.9% | +5.8% |
| 30D | +8.8% | -23.8% | +32.6% | +13.5% |
| 3M | +12.1% | -19.5% | +31.6% | +15.3% |
| 6M | +34.6% | +25.6% | +9.0% | +27.8% |
| YTD | -2.1% | +38.4% | -40.5% | -9.5% |
| 1Y | -5.5% | +33.7% | -39.2% | -12.4% |
| 3Y | +67.4% | -56.2% | +123.6% | +77.5% |
| 5Y | +74.6% | -82.9% | +157.5% | +104.2% |
| 10Y | +224.0% | +103.6% | +120.4% | +170.8% |
| All | +256.8% | +249.1% | +7.8% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling