+252.8%
SPOT vs FIVN
+5.8%
+247.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -3.1% | -7.8% | +4.8% | -0.7% |
| 30D | +7.4% | -1.7% | +9.1% | +7.5% |
| 3M | +8.2% | +47.2% | -39.0% | -5.2% |
| 6M | +2.2% | +82.7% | -80.5% | -18.8% |
| YTD | -9.5% | +52.9% | -62.4% | -24.7% |
| 1Y | -23.8% | +17.5% | -41.3% | -31.6% |
| 3Y | +233.5% | -55.8% | +289.3% | +286.1% |
| 5Y | +112.2% | -82.3% | +194.5% | +216.4% |
| All | +252.8% | +5.8% | +247.0% | +213.2% |
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