+664.5%
STM vs FIVN
+105.2%
+559.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.1% |
| 7D | +1.7% | -9.6% | +11.2% | +4.4% |
| 30D | -5.2% | -11.9% | +6.8% | -2.2% |
| 3M | -29.6% | +40.1% | -69.7% | -37.2% |
| 6M | +54.4% | +68.3% | -14.0% | +26.5% |
| YTD | +99.5% | +51.5% | +48.0% | +66.7% |
| 1Y | +100.8% | +15.1% | +85.6% | +81.6% |
| 3Y | +20.2% | -55.6% | +75.7% | +36.5% |
| 5Y | +21.1% | -82.4% | +103.6% | +69.2% |
| 10Y | +664.5% | +114.5% | +550.1% | +409.4% |
| All | +664.5% | +105.2% | +559.3% | +409.4% |
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