+1,122.7%
STLD vs FIVN
+105.2%
+1,017.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.5% |
| 7D | -2.8% | -9.6% | +6.8% | -1.7% |
| 30D | -10.4% | -11.9% | +1.5% | -9.3% |
| 3M | -10.6% | +40.1% | -50.7% | -14.6% |
| 6M | +32.7% | +68.3% | -35.7% | +22.7% |
| YTD | +42.8% | +51.5% | -8.7% | +33.0% |
| 1Y | +86.9% | +15.1% | +71.8% | +79.7% |
| 3Y | +143.8% | -55.6% | +199.4% | +153.3% |
| 5Y | +293.5% | -82.4% | +375.9% | +330.0% |
| 10Y | +1,122.7% | +114.5% | +1,008.2% | +911.0% |
| All | +1,122.7% | +105.2% | +1,017.5% | +911.0% |
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