-99.8%
SPXS vs FIVN
+292.8%
-392.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.8% | -0.7% |
| 7D | -1.5% | -8.2% | +6.7% | -4.6% |
| 30D | +3.7% | -8.1% | +11.8% | +0.9% |
| 3M | -9.6% | +34.9% | -44.5% | +3.5% |
| 6M | -32.4% | +72.6% | -105.0% | -12.9% |
| YTD | -28.7% | +55.8% | -84.4% | -10.3% |
| 1Y | -38.1% | +17.1% | -55.2% | -29.6% |
| 3Y | -80.1% | -54.3% | -25.8% | -81.7% |
| 5Y | -85.9% | -81.6% | -4.4% | -88.4% |
| 10Y | -99.5% | +109.2% | -208.7% | -99.0% |
| All | -99.8% | +292.8% | -392.6% | -99.5% |
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