+135.3%
SBAC vs FIVN
+254.6%
-119.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.7% | -17.4% | +14.7% | -1.0% |
| 30D | +3.3% | -20.4% | +23.7% | +5.4% |
| 3M | +3.3% | -9.6% | +12.9% | +3.7% |
| 6M | -10.9% | +34.7% | -45.6% | -14.8% |
| YTD | -1.0% | +40.6% | -41.6% | -6.8% |
| 1Y | -4.5% | +34.3% | -38.8% | -9.8% |
| 3Y | -8.7% | -55.5% | +46.7% | -4.1% |
| 5Y | -40.6% | -82.5% | +41.9% | -32.5% |
| 10Y | +109.4% | +93.2% | +16.2% | +82.5% |
| All | +135.3% | +254.6% | -119.3% | +91.7% |
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