+444.1%
STM vs FIVN
+102.4%
+341.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +1.4% |
| 7D | -7.9% | -22.4% | +14.5% | -2.1% |
| 30D | -14.1% | -23.8% | +9.6% | -8.5% |
| 3M | -17.6% | -19.5% | +1.9% | -14.5% |
| 6M | -24.2% | +25.6% | -49.8% | -32.1% |
| YTD | +73.3% | +38.4% | +34.9% | +45.7% |
| 1Y | +90.1% | +33.7% | +56.4% | +61.2% |
| 3Y | +10.3% | -56.2% | +66.5% | +23.7% |
| 5Y | -5.7% | -82.9% | +77.2% | +31.2% |
| All | +444.1% | +102.4% | +341.7% | +256.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling