+109.5%
SPG vs FIVN
+92.2%
+17.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +3.1% | -17.4% | +20.5% | +4.3% |
| 30D | +16.4% | -20.4% | +36.8% | +17.9% |
| 3M | +7.1% | -9.6% | +16.7% | +7.2% |
| 6M | +16.1% | +34.7% | -18.6% | +12.5% |
| YTD | +30.4% | +40.6% | -10.2% | +25.1% |
| 1Y | +33.0% | +34.3% | -1.3% | +27.8% |
| 3Y | +134.6% | -55.5% | +190.1% | +139.3% |
| 5Y | +84.9% | -82.5% | +167.4% | +89.0% |
| All | +109.5% | +92.2% | +17.4% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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