+461.8%
STM vs FIVN
+92.2%
+369.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +16.3% | -17.4% | +33.7% | +21.4% |
| 30D | -6.3% | -20.4% | +14.1% | -1.2% |
| 3M | -14.1% | -9.6% | -4.5% | -13.6% |
| 6M | -19.6% | +34.7% | -54.3% | -29.3% |
| YTD | +80.1% | +40.6% | +39.5% | +50.8% |
| 1Y | +95.4% | +34.3% | +61.1% | +65.6% |
| 3Y | +14.7% | -55.5% | +70.2% | +28.1% |
| 5Y | -5.4% | -82.5% | +77.1% | +30.7% |
| All | +461.8% | +92.2% | +369.6% | +263.9% |
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