-46.8%
STZ vs FIVN
-53.5%
+6.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -1.9% | +12.4% | -14.3% | -2.6% |
| 3M | -6.2% | +36.0% | -42.3% | -7.9% |
| 6M | -14.0% | +86.0% | -100.0% | -17.1% |
| YTD | -5.1% | +65.9% | -71.1% | -7.8% |
| 1Y | -9.6% | +26.5% | -36.1% | -9.8% |
| All | -46.8% | -53.5% | +6.7% | -44.8% |
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