+121.9%
SFM vs FIVN
+318.5%
-196.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.0% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | -4.4% | +12.4% | -16.8% | -5.3% |
| 3M | +1.5% | +36.0% | -34.5% | -0.9% |
| 6M | +6.5% | +86.0% | -79.5% | +1.2% |
| YTD | +2.2% | +65.9% | -63.8% | -2.4% |
| 1Y | -41.9% | +26.5% | -68.4% | -43.5% |
| 3Y | +106.8% | -54.2% | +161.0% | +110.8% |
| 5Y | +231.6% | -80.5% | +312.0% | +250.7% |
| 10Y | +258.4% | +109.6% | +148.8% | +197.6% |
| All | +121.9% | +318.5% | -196.6% | +68.8% |
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