+378.6%
SCHW vs FIVN
+280.5%
+98.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.8% | -11.3% | +8.5% | -1.3% |
| 30D | -0.1% | -7.3% | +7.2% | +0.8% |
| 3M | +20.6% | +41.7% | -21.1% | +14.4% |
| 6M | +15.9% | +78.3% | -62.3% | +5.6% |
| YTD | +8.5% | +50.9% | -42.4% | +0.6% |
| 1Y | +17.8% | +19.7% | -1.8% | +12.3% |
| 3Y | +88.5% | -55.7% | +144.3% | +98.7% |
| 5Y | +60.6% | -82.6% | +143.2% | +83.0% |
| 10Y | +298.0% | +113.6% | +184.4% | +201.7% |
| All | +378.6% | +280.5% | +98.1% | +232.8% |
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