+195.6%
STT vs FIVN
-55.7%
+251.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +1.0% | -9.6% | +10.6% | +2.3% |
| 30D | +2.8% | -11.9% | +14.7% | +4.3% |
| 3M | +18.1% | +40.1% | -22.0% | +11.4% |
| 6M | +59.2% | +68.3% | -9.1% | +43.5% |
| YTD | +51.5% | +51.5% | 0.0% | +38.6% |
| 1Y | +75.7% | +15.1% | +60.5% | +68.9% |
| All | +195.6% | -55.7% | +251.2% | +207.4% |
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