+11.1%
SMR vs FIVN
-71.4%
+82.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.1% | +21.4% | +16.7% |
| 7D | +21.4% | -8.2% | +29.6% | +23.6% |
| 30D | +13.8% | -8.1% | +22.0% | +15.6% |
| 3M | +3.9% | +34.9% | -31.0% | -5.3% |
| 6M | -4.2% | +72.6% | -76.8% | -20.7% |
| YTD | -21.1% | +55.8% | -76.9% | -33.6% |
| 1Y | -67.1% | +17.1% | -84.2% | -69.7% |
| 3Y | +88.9% | -54.3% | +143.2% | +108.2% |
| All | +11.1% | -71.4% | +82.5% | +25.2% |
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 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