-35.0%
SFM vs FIVN
+55.4%
-90.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.6% |
| 7D | -12.3% | -3.4% | -8.9% | -12.2% |
| 30D | -16.2% | +5.8% | -22.0% | -16.3% |
| 3M | -36.8% | +22.0% | -58.8% | -37.1% |
| 6M | -32.6% | +55.7% | -88.3% | -33.8% |
| YTD | -31.7% | +81.3% | -113.0% | -33.6% |
| 1Y | -35.0% | +58.0% | -93.0% | -35.5% |
| All | -35.0% | +55.4% | -90.4% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling