+275.6%
SFM vs FIVN
+118.5%
+157.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -10.6% | -7.8% | -2.8% | -10.2% |
| 30D | -15.5% | -1.7% | -13.7% | -15.4% |
| 3M | -17.4% | +47.2% | -64.6% | -19.6% |
| 6M | -3.4% | +82.7% | -86.2% | -7.8% |
| YTD | -8.7% | +52.9% | -61.6% | -12.0% |
| 1Y | -47.2% | +17.5% | -64.6% | -48.3% |
| 3Y | +82.7% | -55.8% | +138.5% | +86.0% |
| 5Y | +214.3% | -82.3% | +296.6% | +231.7% |
| All | +275.6% | +118.5% | +157.1% | +198.3% |
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