+53.3%
SGI vs FIVN
-55.7%
+109.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.8% | -1.5% |
| 7D | +0.6% | -9.6% | +10.2% | +2.2% |
| 30D | +5.5% | -11.9% | +17.5% | +7.5% |
| 3M | -3.6% | +40.1% | -43.7% | -9.7% |
| 6M | -15.0% | +68.3% | -83.4% | -24.7% |
| YTD | -23.0% | +51.5% | -74.5% | -30.6% |
| 1Y | -18.4% | +15.1% | -33.5% | -22.1% |
| All | +53.3% | -55.7% | +109.0% | +77.1% |
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