+338.6%
SPGI vs FIVN
+92.2%
+246.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.8% | -17.4% | +16.6% | +2.2% |
| 30D | +14.3% | -20.4% | +34.7% | +18.3% |
| 3M | +14.5% | -9.6% | +24.1% | +15.2% |
| 6M | +17.3% | +34.7% | -17.4% | +8.4% |
| YTD | -4.6% | +40.6% | -45.2% | -14.0% |
| 1Y | +0.8% | +34.3% | -33.5% | -8.6% |
| 3Y | +28.8% | -55.5% | +84.2% | +38.0% |
| 5Y | +14.0% | -82.5% | +96.4% | +40.1% |
| All | +338.6% | +92.2% | +246.4% | +238.7% |
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