+2.5%
SM vs FIVN
-55.7%
+58.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +1.0% |
| 7D | -0.2% | -9.6% | +9.4% | +1.1% |
| 30D | +20.3% | -11.9% | +32.2% | +22.1% |
| 3M | +22.9% | +40.1% | -17.2% | +15.0% |
| 6M | +47.8% | +68.3% | -20.5% | +32.9% |
| YTD | +107.5% | +51.5% | +56.0% | +88.8% |
| 1Y | +51.7% | +15.1% | +36.6% | +46.5% |
| All | +2.5% | -55.7% | +58.2% | +0.5% |
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