+51.5%
SGI vs FIVN
-82.0%
+133.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.8% | -1.3% |
| 7D | +0.6% | -9.6% | +10.2% | +2.7% |
| 30D | +5.5% | -11.9% | +17.5% | +8.1% |
| 3M | -3.6% | +40.1% | -43.7% | -11.6% |
| 6M | -15.0% | +68.3% | -83.4% | -27.3% |
| YTD | -23.0% | +51.5% | -74.5% | -32.9% |
| 1Y | -18.4% | +15.1% | -33.5% | -24.3% |
| 3Y | +57.8% | -55.6% | +113.3% | +80.2% |
| 5Y | +51.5% | -82.4% | +133.9% | +99.5% |
| All | +51.5% | -82.0% | +133.5% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling