-82.5%
FIVN vs SPY
+74.6%
-157.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | -0.8% |
| 7D | -22.8% | -0.9% | -21.9% | -21.7% |
| 30D | -21.3% | -2.4% | -19.0% | -18.3% |
| 3M | -14.0% | -1.2% | -12.8% | -12.1% |
| 6M | +31.1% | +3.3% | +27.8% | +25.2% |
| YTD | +40.0% | +12.3% | +27.7% | +17.8% |
| 1Y | +38.1% | +12.4% | +25.6% | +16.0% |
| 3Y | -55.7% | +78.8% | -134.5% | -81.3% |
| 5Y | -82.5% | +75.2% | -157.7% | -92.6% |
| All | -82.5% | +74.6% | -157.1% | -92.6% |
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