-9.2%
STM vs FIVN
-81.9%
+72.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +6.1% |
| 7D | -5.6% | -19.3% | +13.7% | -0.9% |
| 30D | -14.4% | -20.7% | +6.2% | -10.0% |
| 3M | -20.5% | -15.1% | -5.4% | -18.7% |
| 6M | -24.5% | +30.6% | -55.1% | -32.8% |
| YTD | +72.7% | +44.0% | +28.7% | +44.3% |
| 1Y | +91.0% | +45.5% | +45.5% | +58.7% |
| 3Y | +13.5% | -52.8% | +66.3% | +25.6% |
| 5Y | -9.2% | -82.6% | +73.4% | +26.0% |
| All | -9.2% | -81.9% | +72.7% | +26.0% |
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