-56.6%
FISV vs COMP
-47.7%
-8.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -2.1% | -13.3% | +11.3% | -0.7% |
| 3M | -5.7% | +41.1% | -46.9% | -9.2% |
| 6M | -15.3% | +17.2% | -32.5% | -17.6% |
| YTD | -21.1% | +5.2% | -26.3% | -22.6% |
| 1Y | -61.1% | +18.9% | -80.0% | -62.3% |
| 3Y | -56.8% | +215.9% | -272.8% | -63.3% |
| 5Y | -54.2% | -31.2% | -23.0% | -57.1% |
| All | -56.6% | -47.7% | -8.9% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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