+445.6%
SITM vs FIVN
-55.8%
+501.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +4.8% | -11.3% | +16.1% | +8.0% |
| 30D | -9.7% | -7.3% | -2.4% | -8.4% |
| 3M | -9.3% | +41.7% | -51.0% | -20.2% |
| 6M | +69.5% | +78.3% | -8.7% | +31.7% |
| YTD | +70.5% | +50.9% | +19.7% | +38.5% |
| 1Y | +145.3% | +19.7% | +125.6% | +121.4% |
| All | +445.6% | -55.8% | +501.5% | +587.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling