+607.1%
SPGI vs FIVN
+318.5%
+288.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -1.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | +8.4% | +12.4% | -4.0% | +5.9% |
| 3M | +11.8% | +36.0% | -24.2% | +5.3% |
| 6M | +5.7% | +86.0% | -80.3% | -6.7% |
| YTD | -9.7% | +65.9% | -75.6% | -19.1% |
| 1Y | -12.5% | +26.5% | -39.0% | -18.4% |
| 3Y | +21.8% | -54.2% | +76.0% | +29.9% |
| 5Y | +8.2% | -80.5% | +88.6% | +26.9% |
| 10Y | +309.5% | +109.6% | +199.9% | +231.9% |
| All | +607.1% | +318.5% | +288.7% | +417.8% |
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