+1.8%
STLD vs FIVN
+27.8%
-26.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +1.2% |
| 7D | -0.5% | -22.8% | +22.3% | +0.2% |
| 30D | -0.1% | -21.3% | +21.2% | +0.5% |
| 3M | -9.2% | -14.0% | +4.8% | -8.5% |
| 6M | +1.8% | +31.1% | -29.4% | +5.4% |
| All | +1.8% | +27.8% | -26.0% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling