+497.1%
SGI vs FIVN
+318.5%
+178.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +8.5% | -2.3% | +10.8% | +9.0% |
| 30D | +0.7% | +12.4% | -11.7% | -2.1% |
| 3M | +0.6% | +36.0% | -35.4% | -6.4% |
| 6M | -17.9% | +86.0% | -103.9% | -29.7% |
| YTD | -21.2% | +65.9% | -87.1% | -31.3% |
| 1Y | -18.9% | +26.5% | -45.4% | -25.7% |
| 3Y | +52.6% | -54.2% | +106.9% | +66.1% |
| 5Y | +60.7% | -80.5% | +141.2% | +95.6% |
| 10Y | +278.1% | +109.6% | +168.5% | +230.0% |
| All | +497.1% | +318.5% | +178.6% | +389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling