+32.1%
SNOW vs FIVN
-74.3%
+106.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +2.6% |
| 7D | +4.9% | -8.2% | +13.1% | +9.6% |
| 30D | +1.5% | -8.1% | +9.6% | +5.5% |
| 3M | +39.5% | +34.9% | +4.6% | +16.2% |
| 6M | +85.9% | +72.6% | +13.3% | +33.2% |
| YTD | +52.9% | +55.8% | -2.8% | +14.1% |
| 1Y | +48.1% | +17.1% | +31.0% | +26.5% |
| 3Y | +102.2% | -54.3% | +156.5% | +163.6% |
| 5Y | +5.5% | -81.6% | +87.0% | +112.3% |
| All | +32.1% | -74.3% | +106.5% | +129.8% |
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