-30.4%
SPXS vs FIVN
+55.4%
-85.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -4.7% |
| 7D | +2.2% | -3.4% | +5.6% | +1.7% |
| 30D | +3.8% | +5.8% | -2.0% | +4.8% |
| 3M | +3.3% | +22.0% | -18.7% | +7.1% |
| 6M | -16.7% | +55.7% | -72.4% | -10.8% |
| YTD | -28.5% | +81.3% | -109.8% | -20.3% |
| 1Y | -30.4% | +58.0% | -88.4% | -26.1% |
| All | -30.4% | +55.4% | -85.9% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling