-14.4%
SMR vs FIVN
-71.9%
+57.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.0% | -16.0% |
| 7D | -11.2% | -7.8% | -3.4% | -9.7% |
| 30D | -10.2% | -1.7% | -8.5% | -10.2% |
| 3M | -10.0% | +47.2% | -57.2% | -20.0% |
| 6M | -30.5% | +82.7% | -113.2% | -43.4% |
| YTD | -39.2% | +52.9% | -92.2% | -48.6% |
| 1Y | -75.5% | +17.5% | -93.0% | -77.5% |
| 3Y | +45.4% | -55.8% | +101.3% | +61.3% |
| All | -14.4% | -71.9% | +57.5% | -3.2% |
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