+89.9%
FIVN vs SPY
+307.0%
-217.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | -2.8% | +2.6% | -5.4% | -5.7% |
| 30D | -17.4% | -2.0% | -15.4% | -15.3% |
| 3M | -19.2% | -2.8% | -16.4% | -16.1% |
| 6M | +29.4% | +2.1% | +27.2% | +26.6% |
| YTD | +36.3% | +11.5% | +24.8% | +20.4% |
| 1Y | +33.5% | +13.5% | +20.0% | +15.5% |
| 3Y | -56.8% | +77.7% | -134.5% | -77.1% |
| 5Y | -83.0% | +72.6% | -155.6% | -90.5% |
| All | +89.9% | +307.0% | -217.2% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling