-18.9%
SGI vs FIVN
+27.5%
-46.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | +8.5% | -2.3% | +10.8% | +8.6% |
| 30D | +0.7% | +12.4% | -11.7% | +0.1% |
| 3M | +0.6% | +36.0% | -35.4% | -0.6% |
| 6M | -17.9% | +86.0% | -103.9% | -21.1% |
| YTD | -21.2% | +65.9% | -87.1% | -24.4% |
| 1Y | -18.9% | +26.5% | -45.4% | -25.2% |
| All | -18.9% | +27.5% | -46.3% | -25.2% |
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 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