+1,570.2%
STLD vs FIVN
+249.1%
+1,321.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.9% | +7.6% | +4.2% |
| 7D | -4.7% | -22.4% | +17.8% | -2.2% |
| 30D | -0.9% | -23.8% | +22.8% | +1.6% |
| 3M | -11.9% | -19.5% | +7.6% | -10.4% |
| 6M | +0.9% | +25.6% | -24.7% | -3.1% |
| YTD | +40.4% | +38.4% | +2.0% | +31.6% |
| 1Y | +56.6% | +33.7% | +22.9% | +47.2% |
| 3Y | +125.5% | -56.2% | +181.6% | +133.8% |
| 5Y | +292.8% | -82.9% | +375.7% | +331.7% |
| 10Y | +787.1% | +103.6% | +683.5% | +616.8% |
| All | +1,570.2% | +249.1% | +1,321.2% | +1,128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling