+647.0%
SPGI vs FIVN
+254.6%
+392.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.8% | -17.4% | +16.6% | +2.0% |
| 30D | +14.3% | -20.4% | +34.7% | +17.9% |
| 3M | +14.5% | -9.6% | +24.1% | +15.2% |
| 6M | +17.3% | +34.7% | -17.4% | +9.4% |
| YTD | -4.6% | +40.6% | -45.2% | -13.0% |
| 1Y | +0.8% | +34.3% | -33.5% | -7.6% |
| 3Y | +28.8% | -55.5% | +84.2% | +36.7% |
| 5Y | +14.0% | -82.5% | +96.4% | +35.2% |
| 10Y | +332.5% | +93.2% | +239.3% | +254.2% |
| All | +647.0% | +254.6% | +392.4% | +456.6% |
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