+304.8%
SGI vs FIVN
+86.2%
+218.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.9% |
| 7D | -5.3% | -2.8% | -2.5% | -4.7% |
| 30D | -2.1% | -17.4% | +15.3% | +1.6% |
| 3M | -8.2% | -19.2% | +11.0% | -4.9% |
| 6M | -4.6% | +29.4% | -33.9% | -12.6% |
| YTD | -31.5% | +36.3% | -67.7% | -39.6% |
| 1Y | -30.8% | +33.5% | -64.3% | -38.8% |
| 3Y | +67.2% | -56.8% | +124.1% | +85.7% |
| 5Y | +42.5% | -83.0% | +125.5% | +87.0% |
| All | +304.8% | +86.2% | +218.5% | +245.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling