+107.9%
FIVN vs SPY
+318.9%
-211.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | -11.3% | -2.0% | -9.3% | -9.1% |
| 30D | -7.3% | -1.7% | -5.6% | -5.3% |
| 3M | +41.7% | +4.7% | +37.0% | +34.3% |
| 6M | +78.3% | +12.5% | +65.8% | +54.7% |
| YTD | +50.9% | +11.7% | +39.2% | +32.6% |
| 1Y | +19.7% | +17.5% | +2.2% | -0.4% |
| 3Y | -55.7% | +76.6% | -132.3% | -76.4% |
| 5Y | -82.6% | +82.0% | -164.6% | -90.8% |
| All | +107.9% | +318.9% | -211.0% | -57.2% |
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