+87.2%
STLD vs FIVN
+27.5%
+59.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | +3.1% | -2.3% | +5.4% | +3.2% |
| 30D | -9.0% | +12.4% | -21.4% | -9.4% |
| 3M | -12.4% | +36.0% | -48.4% | -13.2% |
| 6M | +25.5% | +86.0% | -60.5% | +21.0% |
| YTD | +43.6% | +65.9% | -22.3% | +39.9% |
| 1Y | +87.2% | +26.5% | +60.7% | +86.0% |
| All | +87.2% | +27.5% | +59.7% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling