-4.6%
SGI vs FIVN
+31.4%
-36.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | -5.3% | -2.8% | -2.5% | -5.0% |
| 30D | -2.1% | -17.4% | +15.3% | -0.4% |
| 3M | -8.2% | -19.2% | +11.0% | -6.5% |
| 6M | -4.6% | +29.4% | -33.9% | -0.5% |
| All | -4.6% | +31.4% | -36.0% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling