+515.0%
STRL vs FIVN
-52.8%
+567.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +6.1% |
| 7D | +3.4% | -2.3% | +5.7% | +3.7% |
| 30D | -9.2% | +12.4% | -21.6% | -11.2% |
| 3M | -51.0% | +36.0% | -87.1% | -53.8% |
| 6M | +15.8% | +86.0% | -70.2% | +0.6% |
| YTD | +58.9% | +65.9% | -7.1% | +40.3% |
| 1Y | +68.5% | +26.5% | +42.0% | +60.2% |
| All | +515.0% | -52.8% | +567.8% | +569.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling