+133.6%
SFM vs FIVN
+86.2%
+47.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.5% |
| 7D | +6.0% | -2.8% | +8.9% | +6.2% |
| 30D | -19.5% | -17.4% | -2.0% | -18.7% |
| 3M | -37.0% | -19.2% | -17.9% | -36.5% |
| 6M | -41.0% | +29.4% | -70.4% | -42.3% |
| YTD | -34.6% | +36.3% | -70.9% | -36.7% |
| 1Y | -36.3% | +33.5% | -69.7% | -38.2% |
| 3Y | +24.5% | -56.8% | +81.4% | +26.6% |
| 5Y | +115.9% | -83.0% | +198.9% | +126.8% |
| All | +133.6% | +86.2% | +47.4% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling