+1.1%
STZ vs FIVN
+102.4%
-101.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -17.6% | +15.8% | -0.5% |
| 7D | +4.9% | -22.6% | +27.5% | +6.7% |
| 30D | +20.9% | -16.8% | +37.6% | +22.2% |
| 3M | +8.0% | -0.9% | +8.9% | +7.5% |
| 6M | -5.3% | +28.4% | -33.7% | -7.8% |
| YTD | +5.9% | +40.2% | -34.3% | +1.6% |
| 1Y | +14.2% | +30.5% | -16.3% | +10.1% |
| 3Y | -37.0% | -56.2% | +19.3% | -34.6% |
| 5Y | -29.7% | -81.0% | +51.3% | -24.0% |
| All | +1.1% | +102.4% | -101.3% | -21.1% |
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