+295.5%
STT vs FIVN
+318.5%
-23.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +0.5% | -2.3% | +2.8% | +0.8% |
| 30D | +3.9% | +12.4% | -8.5% | +2.0% |
| 3M | +20.0% | +36.0% | -16.1% | +14.6% |
| 6M | +55.3% | +86.0% | -30.7% | +41.0% |
| YTD | +53.3% | +65.9% | -12.6% | +40.8% |
| 1Y | +74.7% | +26.5% | +48.2% | +65.6% |
| 3Y | +205.8% | -54.2% | +260.0% | +218.7% |
| 5Y | +145.0% | -80.5% | +225.5% | +167.7% |
| 10Y | +266.0% | +109.6% | +156.4% | +195.3% |
| All | +295.5% | +318.5% | -23.0% | +190.7% |
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