+551.0%
SPYG vs FIVN
+292.8%
+258.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.5% |
| 7D | +1.2% | -8.2% | +9.4% | +2.5% |
| 30D | -1.6% | -8.1% | +6.6% | -0.4% |
| 3M | +3.4% | +34.9% | -31.5% | -2.5% |
| 6M | +18.9% | +72.6% | -53.7% | +6.2% |
| YTD | +13.8% | +55.8% | -42.0% | +2.8% |
| 1Y | +20.6% | +17.1% | +3.5% | +13.8% |
| 3Y | +100.5% | -54.3% | +154.8% | +113.0% |
| 5Y | +84.6% | -81.6% | +166.2% | +117.2% |
| 10Y | +410.8% | +109.2% | +301.6% | +337.8% |
| All | +551.0% | +292.8% | +258.1% | +421.6% |
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