-1.0%
SO vs FIVN
+15.3%
-16.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.1% | -11.3% | +10.1% | -1.6% |
| 30D | -3.7% | -7.3% | +3.5% | -4.0% |
| 3M | -5.9% | +41.7% | -47.6% | -4.4% |
| 6M | -7.3% | +78.3% | -85.6% | -4.5% |
| YTD | +3.1% | +50.9% | -47.8% | +5.5% |
| 1Y | -1.0% | +19.7% | -20.7% | +0.3% |
| All | -1.0% | +15.3% | -16.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling