-30.8%
SGI vs FIVN
+29.8%
-60.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | -5.3% | -2.8% | -2.5% | -5.1% |
| 30D | -2.1% | -17.4% | +15.3% | -0.5% |
| 3M | -8.2% | -19.2% | +11.0% | -6.7% |
| 6M | -4.6% | +29.4% | -33.9% | -5.8% |
| YTD | -31.5% | +36.3% | -67.7% | -33.5% |
| 1Y | -30.8% | +33.5% | -64.3% | -32.7% |
| All | -30.8% | +29.8% | -60.7% | -32.7% |
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 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