+48.3%
SRE vs FIVN
-82.6%
+130.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.7% | -11.3% | +10.6% | -0.1% |
| 30D | -1.7% | -7.3% | +5.6% | -1.4% |
| 3M | -7.1% | +41.7% | -48.7% | -9.2% |
| 6M | -8.4% | +78.3% | -86.6% | -12.4% |
| YTD | -3.5% | +50.9% | -54.4% | -6.9% |
| 1Y | +5.4% | +19.7% | -14.3% | +3.4% |
| 3Y | +29.5% | -55.7% | +85.3% | +33.6% |
| 5Y | +48.3% | -82.6% | +130.9% | +50.8% |
| All | +48.3% | -82.6% | +130.9% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling