-14.4%
SLB vs FIVN
+92.2%
-106.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.6% | -17.4% | +20.0% | +3.7% |
| 30D | +4.4% | -20.4% | +24.8% | +5.8% |
| 3M | -2.7% | -9.6% | +6.9% | -2.4% |
| 6M | -7.5% | +34.7% | -42.2% | -10.2% |
| YTD | +34.8% | +40.6% | -5.8% | +29.5% |
| 1Y | +44.6% | +34.3% | +10.3% | +39.3% |
| 3Y | +3.2% | -55.5% | +58.6% | +3.9% |
| 5Y | +73.6% | -82.5% | +156.0% | +77.6% |
| All | -14.4% | +92.2% | -106.5% | -26.3% |
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