-43.1%
SM vs FIVN
+318.5%
-361.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +26.3% | +12.4% | +13.9% | +24.3% |
| 3M | +8.7% | +36.0% | -27.3% | +4.2% |
| 6M | +51.7% | +86.0% | -34.3% | +39.3% |
| YTD | +99.0% | +65.9% | +33.1% | +84.3% |
| 1Y | +34.6% | +26.5% | +8.1% | +28.3% |
| 3Y | -7.8% | -54.2% | +46.5% | -5.3% |
| 5Y | +104.8% | -80.5% | +185.2% | +118.9% |
| 10Y | +7.2% | +109.6% | -102.4% | -20.8% |
| All | -43.1% | +318.5% | -361.6% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling