+269.0%
FIVN vs SPY
+391.8%
-122.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -17.4% | +3.3% | -20.7% | -20.5% |
| 30D | -20.4% | -2.7% | -17.7% | -17.7% |
| 3M | -9.6% | -1.7% | -7.9% | -7.4% |
| 6M | +34.7% | +3.1% | +31.6% | +30.5% |
| YTD | +40.6% | +11.9% | +28.7% | +24.0% |
| 1Y | +34.3% | +12.0% | +22.3% | +18.4% |
| 3Y | -55.5% | +78.2% | -133.7% | -76.1% |
| 5Y | -82.5% | +73.2% | -155.7% | -90.1% |
| 10Y | +93.2% | +309.6% | -216.4% | -54.6% |
| All | +269.0% | +391.8% | -122.8% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling