-82.4%
FIVN vs SPY
+81.0%
-163.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | -9.6% | -0.4% | -9.2% | -9.0% |
| 30D | -11.9% | -1.4% | -10.5% | -9.9% |
| 3M | +40.1% | +3.7% | +36.4% | +32.8% |
| 6M | +68.3% | +13.0% | +55.3% | +39.7% |
| YTD | +51.5% | +12.4% | +39.1% | +27.2% |
| 1Y | +15.1% | +18.5% | -3.4% | -10.3% |
| 3Y | -55.6% | +77.6% | -133.2% | -80.9% |
| 5Y | -82.4% | +81.7% | -164.1% | -92.9% |
| All | -82.4% | +81.0% | -163.4% | -92.9% |
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