+1.5%
STLA vs FIVN
+86.2%
-84.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.5% |
| 7D | -13.8% | -2.8% | -10.9% | -13.4% |
| 30D | -10.5% | -17.4% | +6.9% | -8.1% |
| 3M | -28.9% | -19.2% | -9.7% | -26.9% |
| 6M | -49.7% | +29.4% | -79.1% | -53.0% |
| YTD | -64.9% | +36.3% | -101.2% | -68.3% |
| 1Y | -64.0% | +33.5% | -97.5% | -67.4% |
| 3Y | -77.4% | -56.8% | -20.6% | -75.8% |
| 5Y | -74.4% | -83.0% | +8.6% | -69.6% |
| All | +1.5% | +86.2% | -84.8% | -25.0% |
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 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