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  • SPYM vs FIVE✓SelectedUSD · FIVESPYM vs FIVE performance historyLatest closeAs of-0.55%09/08
Stock and ETF performance explorer

SPYM vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+82.3%
FIVE return
+38.7%
Excess return
+43.7%
Maximum drawdown
-24.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D-0.6%+0.7%-1.3%-0.7%
7D+0.6%+3.7%-3.1%-0.1%
30D-0.9%+4.0%-4.9%-1.7%
3M+3.9%+36.2%-32.3%-1.9%
6M+14.5%+18.0%-3.5%+10.3%
YTD+13.0%+34.9%-21.9%+6.1%
1Y+19.4%+67.9%-48.5%+7.4%
3Y+78.9%+57.3%+21.5%+55.8%
5Y+82.3%+39.5%+42.8%+57.9%
All+82.3%+38.7%+43.7%+57.9%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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