+1,199.1%
SPXL vs FIVN
+118.5%
+1,080.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.1% | +1.9% |
| 7D | -2.5% | -7.8% | +5.3% | +0.8% |
| 30D | -4.2% | -1.7% | -2.5% | -3.9% |
| 3M | +8.1% | +47.2% | -39.1% | -11.3% |
| 6M | +35.6% | +82.7% | -47.1% | -3.7% |
| YTD | +28.8% | +52.9% | -24.1% | -2.6% |
| 1Y | +39.8% | +17.5% | +22.4% | +18.7% |
| 3Y | +221.4% | -55.8% | +277.2% | +296.5% |
| 5Y | +146.9% | -82.3% | +229.3% | +331.8% |
| All | +1,199.1% | +118.5% | +1,080.5% | +775.0% |
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