+228.4%
SAP vs FIVN
+318.5%
-90.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -2.9% | -2.3% | -0.6% | -2.5% |
| 30D | +9.0% | +12.4% | -3.4% | +6.5% |
| 3M | +14.9% | +36.0% | -21.1% | +8.5% |
| 6M | +11.9% | +86.0% | -74.1% | -0.4% |
| YTD | -9.9% | +65.9% | -75.8% | -18.6% |
| 1Y | -19.5% | +26.5% | -46.0% | -24.5% |
| 3Y | +61.8% | -54.2% | +116.0% | +70.8% |
| 5Y | +56.2% | -80.5% | +136.6% | +79.2% |
| 10Y | +180.6% | +109.6% | +71.0% | +131.9% |
| All | +228.4% | +318.5% | -90.1% | +153.1% |
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