+570.2%
SCHG vs FIVN
+280.5%
+289.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.7% | -11.3% | +8.6% | -0.7% |
| 30D | -2.2% | -7.3% | +5.1% | -1.1% |
| 3M | +6.2% | +41.7% | -35.5% | -1.3% |
| 6M | +13.4% | +78.3% | -64.9% | -0.5% |
| YTD | +7.1% | +50.9% | -43.8% | -3.8% |
| 1Y | +12.5% | +19.7% | -7.1% | +5.1% |
| 3Y | +86.2% | -55.7% | +141.9% | +100.4% |
| 5Y | +83.9% | -82.6% | +166.5% | +123.2% |
| 10Y | +451.3% | +113.6% | +337.6% | +378.7% |
| All | +570.2% | +280.5% | +289.7% | +444.0% |
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