+155.8%
STT vs FIVN
-82.0%
+237.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +1.0% | -9.6% | +10.6% | +2.6% |
| 30D | +2.8% | -11.9% | +14.7% | +4.7% |
| 3M | +18.1% | +40.1% | -22.0% | +10.1% |
| 6M | +59.2% | +68.3% | -9.1% | +40.8% |
| YTD | +51.5% | +51.5% | 0.0% | +36.0% |
| 1Y | +75.7% | +15.1% | +60.5% | +66.0% |
| 3Y | +200.8% | -55.6% | +256.3% | +226.6% |
| 5Y | +155.8% | -82.4% | +238.2% | +196.3% |
| All | +155.8% | -82.0% | +237.8% | +196.3% |
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