+623.9%
STM vs FIVN
+318.5%
+305.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +5.8% | -2.3% | +8.1% | +6.4% |
| 30D | -1.0% | +12.4% | -13.4% | -4.4% |
| 3M | -33.3% | +36.0% | -69.3% | -39.1% |
| 6M | +57.4% | +86.0% | -28.6% | +29.2% |
| YTD | +102.2% | +65.9% | +36.3% | +69.2% |
| 1Y | +99.6% | +26.5% | +73.1% | +78.8% |
| 3Y | +14.5% | -54.2% | +68.7% | +26.7% |
| 5Y | +21.4% | -80.5% | +101.8% | +55.5% |
| 10Y | +695.0% | +109.6% | +585.3% | +522.0% |
| All | +623.9% | +318.5% | +305.4% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling