+66.8%
SGI vs FIVN
-55.1%
+121.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -10.7% | -17.4% | +6.7% | -8.2% |
| 30D | -3.6% | -20.4% | +16.8% | -0.6% |
| 3M | -5.4% | -9.6% | +4.2% | -4.6% |
| 6M | -7.0% | +34.7% | -41.7% | -12.8% |
| YTD | -31.6% | +40.6% | -72.2% | -37.5% |
| 1Y | -33.5% | +34.3% | -67.8% | -38.7% |
| All | +66.8% | -55.1% | +121.9% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling