+417.8%
SIMO vs FIVN
+92.2%
+325.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +14.9% | -17.4% | +32.3% | +17.9% |
| 30D | -27.0% | -20.4% | -6.6% | -24.5% |
| 3M | -25.4% | -9.6% | -15.7% | -25.1% |
| 6M | -30.3% | +34.7% | -64.9% | -36.4% |
| YTD | +95.8% | +40.6% | +55.2% | +73.6% |
| 1Y | +100.0% | +34.3% | +65.7% | +78.8% |
| 3Y | +238.3% | -55.5% | +293.7% | +257.4% |
| 5Y | +187.6% | -82.5% | +270.0% | +246.3% |
| All | +417.8% | +92.2% | +325.6% | +253.0% |
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