+335.5%
FIVN vs SPY
+399.0%
-63.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +12.4% | +0.1% | +12.3% | +12.6% |
| 3M | +36.0% | +2.0% | +34.0% | +33.1% |
| 6M | +86.0% | +13.0% | +73.0% | +61.0% |
| YTD | +65.9% | +13.5% | +52.4% | +43.4% |
| 1Y | +26.5% | +20.0% | +6.5% | +3.1% |
| 3Y | -54.2% | +77.2% | -131.4% | -75.4% |
| 5Y | -80.5% | +81.9% | -162.3% | -89.5% |
| 10Y | +109.6% | +314.1% | -204.4% | -51.5% |
| All | +335.5% | +399.0% | -63.6% | -15.5% |
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