+96.5%
STM vs FIVN
+55.4%
+41.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -6.1% |
| 7D | -6.0% | -3.4% | -2.6% | -5.9% |
| 30D | -20.9% | +5.8% | -26.7% | -21.1% |
| 3M | -15.8% | +22.0% | -37.8% | -16.6% |
| 6M | -17.0% | +55.7% | -72.8% | -18.1% |
| YTD | +76.8% | +81.3% | -4.5% | +73.8% |
| 1Y | +96.5% | +58.0% | +38.5% | +103.2% |
| All | +96.5% | +55.4% | +41.1% | +103.2% |
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