+20.1%
SM vs FIVN
+115.6%
-95.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.1% | -11.3% | +13.4% | +3.2% |
| 30D | +18.1% | -7.3% | +25.4% | +18.8% |
| 3M | +17.0% | +41.7% | -24.7% | +12.3% |
| 6M | +55.4% | +78.3% | -22.8% | +44.9% |
| YTD | +108.6% | +50.9% | +57.7% | +97.0% |
| 1Y | +45.7% | +19.7% | +26.0% | +40.6% |
| 3Y | -0.3% | -55.7% | +55.4% | +1.1% |
| 5Y | +113.0% | -82.6% | +195.6% | +117.7% |
| All | +20.1% | +115.6% | -95.5% | +13.3% |
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