-2.3%
SW vs FIVN
-80.6%
+78.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -4.6% | +12.4% | -17.0% | -6.6% |
| 3M | +9.4% | +36.0% | -26.6% | +3.7% |
| 6M | +3.5% | +86.0% | -82.5% | -7.8% |
| YTD | +22.0% | +65.9% | -43.9% | +10.1% |
| 1Y | +2.2% | +26.5% | -24.3% | -3.8% |
| 3Y | +19.6% | -54.2% | +73.8% | +25.3% |
| All | -2.3% | -80.6% | +78.2% | +14.4% |
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 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