+72.6%
SPY vs FIVN
-82.9%
+155.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +2.6% | -2.8% | +5.4% | +3.0% |
| 30D | -2.0% | -17.4% | +15.4% | +0.1% |
| 3M | -2.8% | -19.2% | +16.4% | -0.8% |
| 6M | +2.1% | +29.4% | -27.2% | -3.5% |
| YTD | +11.5% | +36.3% | -24.8% | +2.9% |
| 1Y | +13.5% | +33.5% | -20.0% | +4.9% |
| 3Y | +77.7% | -56.8% | +134.5% | +88.9% |
| All | +72.6% | -82.9% | +155.5% | +102.2% |
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