+89.8%
FIVA vs SPY
+81.0%
+8.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | -0.3% | -1.4% | +1.0% | +0.7% |
| 3M | +5.7% | +3.7% | +2.0% | +2.9% |
| 6M | +13.9% | +13.0% | +0.9% | +4.5% |
| YTD | +18.3% | +12.4% | +5.9% | +8.9% |
| 1Y | +31.7% | +18.5% | +13.2% | +16.8% |
| 3Y | +88.6% | +77.6% | +11.0% | +23.9% |
| 5Y | +89.8% | +81.7% | +8.1% | +20.9% |
| All | +89.8% | +81.0% | +8.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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