-9.2%
STZ vs FIVN
+115.6%
-124.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -1.9% | +12.4% | -14.3% | -2.9% |
| 3M | -6.2% | +36.0% | -42.3% | -8.7% |
| 6M | -14.0% | +86.0% | -100.0% | -18.9% |
| YTD | -5.1% | +65.9% | -71.1% | -9.9% |
| 1Y | -9.6% | +26.5% | -36.1% | -12.2% |
| 3Y | -47.2% | -54.2% | +7.0% | -45.2% |
| 5Y | -33.6% | -80.5% | +46.9% | -27.8% |
| All | -9.2% | +115.6% | -124.8% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling