+258.2%
SO vs FIVN
+254.6%
+3.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -0.9% | -17.4% | +16.5% | -0.5% |
| 30D | +4.9% | -20.4% | +25.3% | +5.5% |
| 3M | +0.8% | -9.6% | +10.4% | +0.8% |
| 6M | +0.6% | +34.7% | -34.1% | -0.8% |
| YTD | +8.7% | +40.6% | -31.9% | +6.8% |
| 1Y | +4.0% | +34.3% | -30.3% | +2.3% |
| 3Y | +50.6% | -55.5% | +106.0% | +53.4% |
| 5Y | +77.5% | -82.5% | +159.9% | +85.3% |
| 10Y | +192.0% | +93.2% | +98.7% | +180.4% |
| All | +258.2% | +254.6% | +3.6% | +242.2% |
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