+142.1%
SPG vs FIVN
+318.5%
-176.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.8% |
| 7D | -2.4% | -2.3% | -0.1% | -2.3% |
| 30D | -6.8% | +12.4% | -19.2% | -7.7% |
| 3M | +2.7% | +36.0% | -33.3% | +0.4% |
| 6M | +5.5% | +86.0% | -80.5% | +0.5% |
| YTD | +15.7% | +65.9% | -50.2% | +10.8% |
| 1Y | +20.9% | +26.5% | -5.6% | +17.7% |
| 3Y | +112.4% | -54.2% | +166.6% | +115.9% |
| 5Y | +101.4% | -80.5% | +181.8% | +105.3% |
| 10Y | +60.6% | +109.6% | -49.0% | +47.5% |
| All | +142.1% | +318.5% | -176.4% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling