+4,507.3%
SITM vs FIVN
-50.9%
+4,558.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | +0.4% |
| 7D | +8.4% | -8.2% | +16.6% | +12.1% |
| 30D | -17.4% | -8.1% | -9.3% | -15.2% |
| 3M | -9.8% | +34.9% | -44.7% | -24.6% |
| 6M | +83.0% | +72.6% | +10.3% | +28.8% |
| YTD | +69.6% | +55.8% | +13.8% | +21.2% |
| 1Y | +144.9% | +17.1% | +127.8% | +101.5% |
| 3Y | +429.9% | -54.3% | +484.2% | +565.2% |
| 5Y | +169.2% | -81.6% | +250.7% | +408.5% |
| All | +4,507.3% | -50.9% | +4,558.2% | +4,499.9% |
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