+185.2%
SITM vs FIVN
-82.2%
+267.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.2% | +5.0% |
| 7D | +3.9% | -7.8% | +11.7% | +7.2% |
| 30D | -6.6% | -1.7% | -4.9% | -6.6% |
| 3M | -11.9% | +47.2% | -59.1% | -28.2% |
| 6M | +81.1% | +82.7% | -1.6% | +25.8% |
| YTD | +80.0% | +52.9% | +27.1% | +31.8% |
| 1Y | +145.8% | +17.5% | +128.4% | +105.2% |
| 3Y | +475.9% | -55.8% | +531.7% | +648.0% |
| All | +185.2% | -82.2% | +267.4% | +456.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling