+259.2%
SGI vs FIVN
+115.6%
+143.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -4.9% | -11.3% | +6.4% | -2.5% |
| 30D | +1.6% | -7.3% | +8.9% | +3.0% |
| 3M | -3.2% | +41.7% | -44.9% | -11.5% |
| 6M | -16.0% | +78.3% | -94.3% | -29.0% |
| YTD | -25.4% | +50.9% | -76.3% | -34.9% |
| 1Y | -21.6% | +19.7% | -41.2% | -28.3% |
| 3Y | +52.9% | -55.7% | +108.6% | +70.3% |
| 5Y | +47.5% | -82.6% | +130.1% | +92.3% |
| All | +259.2% | +115.6% | +143.6% | +219.3% |
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