+4,789.7%
SITM vs FIVN
-51.8%
+4,841.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.2% | +5.0% |
| 7D | +3.9% | -7.8% | +11.7% | +7.4% |
| 30D | -6.6% | -1.7% | -4.9% | -6.6% |
| 3M | -11.9% | +47.2% | -59.1% | -29.0% |
| 6M | +81.1% | +82.7% | -1.6% | +23.9% |
| YTD | +80.0% | +52.9% | +27.1% | +29.7% |
| 1Y | +145.8% | +17.5% | +128.4% | +101.6% |
| 3Y | +475.9% | -55.8% | +531.7% | +635.0% |
| 5Y | +189.2% | -82.3% | +271.5% | +457.8% |
| All | +4,789.7% | -51.8% | +4,841.5% | +4,820.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling