+99.6%
STM vs FIVN
+27.5%
+72.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | +5.8% | -2.3% | +8.1% | +6.0% |
| 30D | -1.0% | +12.4% | -13.4% | -2.0% |
| 3M | -33.3% | +36.0% | -69.3% | -34.3% |
| 6M | +57.4% | +86.0% | -28.6% | +49.0% |
| YTD | +102.2% | +65.9% | +36.3% | +95.1% |
| 1Y | +99.6% | +26.5% | +73.1% | +104.8% |
| All | +99.6% | +27.5% | +72.1% | +104.8% |
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 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