+1,509.7%
STLD vs FIVN
+263.1%
+1,246.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | -9.7% | -19.3% | +9.6% | -7.7% |
| 30D | -4.5% | -20.7% | +16.1% | -2.4% |
| 3M | -13.1% | -15.1% | +2.0% | -12.2% |
| 6M | -2.8% | +30.6% | -33.4% | -7.0% |
| YTD | +35.3% | +44.0% | -8.7% | +26.3% |
| 1Y | +51.4% | +45.5% | +5.9% | +40.9% |
| 3Y | +117.9% | -52.8% | +170.7% | +124.3% |
| 5Y | +272.6% | -82.6% | +355.2% | +308.7% |
| 10Y | +782.2% | +109.4% | +672.8% | +610.7% |
| All | +1,509.7% | +263.1% | +1,246.6% | +1,079.5% |
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