+654.8%
SPGI vs FIVN
+249.1%
+405.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.1% |
| 7D | +1.6% | -22.4% | +24.0% | +5.5% |
| 30D | +16.1% | -23.8% | +39.8% | +20.6% |
| 3M | +15.5% | -19.5% | +35.0% | +18.3% |
| 6M | +19.6% | +25.6% | -5.9% | +12.8% |
| YTD | -3.6% | +38.4% | -42.0% | -11.9% |
| 1Y | +2.2% | +33.7% | -31.4% | -6.3% |
| 3Y | +30.1% | -56.2% | +86.3% | +38.4% |
| 5Y | +14.9% | -82.9% | +97.8% | +37.0% |
| 10Y | +334.0% | +103.6% | +230.4% | +253.9% |
| All | +654.8% | +249.1% | +405.7% | +463.8% |
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