+80.8%
STLD vs FIVN
+16.7%
+64.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.5% |
| 7D | +2.7% | -8.2% | +10.9% | +3.0% |
| 30D | -8.4% | -8.1% | -0.3% | -8.2% |
| 3M | -9.9% | +34.9% | -44.8% | -10.8% |
| 6M | +33.0% | +72.6% | -39.6% | +28.8% |
| YTD | +42.6% | +55.8% | -13.2% | +39.2% |
| 1Y | +80.8% | +17.1% | +63.6% | +77.2% |
| All | +80.8% | +16.7% | +64.0% | +77.2% |
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