+82.0%
SPY vs FIVN
-82.6%
+164.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | -11.3% | +9.3% | -0.4% |
| 30D | -1.7% | -7.3% | +5.6% | -0.8% |
| 3M | +4.7% | +41.7% | -37.0% | -1.1% |
| 6M | +12.5% | +78.3% | -65.8% | +1.4% |
| YTD | +11.7% | +50.9% | -39.2% | +2.7% |
| 1Y | +17.5% | +19.7% | -2.2% | +11.7% |
| 3Y | +76.6% | -55.7% | +132.3% | +88.0% |
| 5Y | +82.0% | -82.6% | +164.6% | +110.2% |
| All | +82.0% | -82.6% | +164.6% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling