+14.8%
SPYM vs FIVN
+55.4%
-40.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.6% |
| 7D | -0.7% | -3.4% | +2.7% | -0.6% |
| 30D | -1.1% | +5.8% | -6.8% | -1.4% |
| 3M | -0.3% | +22.0% | -22.3% | -1.4% |
| 6M | +7.3% | +55.7% | -48.4% | +5.0% |
| YTD | +13.4% | +81.3% | -67.9% | +9.5% |
| 1Y | +14.8% | +58.0% | -43.1% | +12.8% |
| All | +14.8% | +55.4% | -40.6% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling