+47.6%
STLA vs FIVN
+115.6%
-68.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.8% | -11.3% | +7.5% | -1.8% |
| 30D | -3.1% | -7.3% | +4.2% | -1.9% |
| 3M | -19.6% | +41.7% | -61.3% | -25.2% |
| 6M | -23.5% | +78.3% | -101.7% | -33.1% |
| YTD | -51.5% | +50.9% | -102.4% | -56.6% |
| 1Y | -39.7% | +19.7% | -59.3% | -43.6% |
| 3Y | -66.3% | -55.7% | -10.6% | -63.7% |
| 5Y | -63.1% | -82.6% | +19.4% | -56.1% |
| All | +47.6% | +115.6% | -68.0% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling