+21.1%
STM vs FIVN
-82.0%
+103.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.1% |
| 7D | +1.7% | -9.6% | +11.2% | +4.2% |
| 30D | -5.2% | -11.9% | +6.8% | -2.4% |
| 3M | -29.6% | +40.1% | -69.7% | -36.8% |
| 6M | +54.4% | +68.3% | -14.0% | +27.5% |
| YTD | +99.5% | +51.5% | +48.0% | +68.1% |
| 1Y | +100.8% | +15.1% | +85.6% | +83.7% |
| 3Y | +20.2% | -55.6% | +75.7% | +37.1% |
| 5Y | +21.1% | -82.4% | +103.6% | +61.9% |
| All | +21.1% | -82.0% | +103.2% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling