+83.6%
SFM vs FIVN
-55.7%
+139.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.2% | -3.8% |
| 7D | -7.2% | -9.6% | +2.4% | -6.6% |
| 30D | -14.3% | -11.9% | -2.4% | -13.6% |
| 3M | -13.7% | +40.1% | -53.8% | -16.3% |
| 6M | -6.0% | +68.3% | -74.4% | -10.7% |
| YTD | -8.2% | +51.5% | -59.7% | -12.3% |
| 1Y | -46.2% | +15.1% | -61.4% | -47.4% |
| All | +83.6% | -55.7% | +139.3% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling