-61.1%
FISV vs S
+10.1%
-71.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.3% | -7.7% | +7.4% | +2.2% |
| 30D | -2.1% | -5.3% | +3.3% | -0.7% |
| 3M | -5.7% | +20.3% | -26.0% | -12.7% |
| 6M | -15.3% | +47.4% | -62.7% | -29.3% |
| YTD | -21.1% | +32.5% | -53.6% | -31.3% |
| 1Y | -61.1% | +9.5% | -70.6% | -61.8% |
| All | -61.1% | +10.1% | -71.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling