+157.9%
SRE vs FIVN
+292.8%
-134.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.8% | +2.1% |
| 7D | +1.4% | -8.2% | +9.7% | +1.9% |
| 30D | +1.9% | -8.1% | +10.0% | +2.3% |
| 3M | -3.3% | +34.9% | -38.2% | -5.5% |
| 6M | -6.4% | +72.6% | -79.1% | -10.7% |
| YTD | -1.8% | +55.8% | -57.6% | -5.9% |
| 1Y | +10.7% | +17.1% | -6.4% | +8.2% |
| 3Y | +31.8% | -54.3% | +86.1% | +35.3% |
| 5Y | +49.2% | -81.6% | +130.8% | +58.8% |
| 10Y | +118.5% | +109.2% | +9.4% | +94.7% |
| All | +157.9% | +292.8% | -134.9% | +116.8% |
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