+244.7%
SO vs FIVN
+292.8%
-48.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +1.2% |
| 7D | +1.0% | -8.2% | +9.2% | +1.2% |
| 30D | -3.2% | -8.1% | +4.9% | -3.0% |
| 3M | -1.7% | +34.9% | -36.6% | -2.7% |
| 6M | -7.2% | +72.6% | -79.8% | -9.1% |
| YTD | +4.6% | +55.8% | -51.2% | +2.7% |
| 1Y | +1.2% | +17.1% | -15.9% | +0.3% |
| 3Y | +45.3% | -54.3% | +99.6% | +48.3% |
| 5Y | +58.7% | -81.6% | +140.3% | +65.7% |
| 10Y | +155.9% | +109.2% | +46.7% | +145.4% |
| All | +244.7% | +292.8% | -48.1% | +229.0% |
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