+4.9%
SM vs FIVN
-82.6%
+87.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.7% | +5.1% |
| 7D | +10.6% | -17.4% | +28.0% | +13.2% |
| 30D | -15.0% | -20.4% | +5.4% | -12.7% |
| 3M | +1.7% | -9.6% | +11.3% | +1.7% |
| 6M | +5.9% | +34.7% | -28.8% | -2.1% |
| YTD | +79.0% | +40.6% | +38.4% | +61.6% |
| 1Y | +84.7% | +34.3% | +50.4% | +67.9% |
| 3Y | -3.5% | -55.5% | +52.0% | +0.4% |
| 5Y | +4.9% | -82.5% | +87.4% | +25.3% |
| All | +4.9% | -82.6% | +87.6% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling