+44.4%
SITM vs FIVN
+55.4%
-11.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.6% | -11.0% | -9.3% |
| 7D | -19.5% | -3.4% | -16.1% | -19.7% |
| 30D | -43.2% | +5.8% | -49.0% | -42.9% |
| 3M | -30.8% | +22.0% | -52.9% | -29.3% |
| 6M | -28.6% | +55.7% | -84.3% | -24.5% |
| YTD | +14.2% | +81.3% | -67.1% | +22.8% |
| 1Y | +44.4% | +58.0% | -13.6% | +61.3% |
| All | +44.4% | +55.4% | -11.0% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling