+177.7%
SW vs FIVN
+318.5%
-140.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -5.1% | -2.3% | -2.8% | -4.9% |
| 30D | -4.6% | +12.4% | -17.0% | -5.6% |
| 3M | +9.4% | +36.0% | -26.6% | +6.5% |
| 6M | +3.5% | +86.0% | -82.5% | -2.2% |
| YTD | +22.0% | +65.9% | -43.9% | +16.0% |
| 1Y | +2.2% | +26.5% | -24.3% | -1.0% |
| 3Y | +19.6% | -54.2% | +73.8% | +20.7% |
| 5Y | -2.3% | -80.5% | +78.1% | -0.6% |
| 10Y | +181.4% | +109.6% | +71.7% | +193.0% |
| All | +177.7% | +318.5% | -140.8% | +201.0% |
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