-40.3%
FISV vs S
-51.7%
+11.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | +2.0% | -0.5% | +1.1% |
| 30D | +38.4% | -2.7% | +41.2% | +38.4% |
| 3M | +14.9% | -6.9% | +21.8% | +15.0% |
| 6M | +21.8% | +38.1% | -16.3% | +15.0% |
| YTD | -5.0% | +48.0% | -53.0% | -11.6% |
| 1Y | -1.2% | +34.5% | -35.6% | -7.0% |
| 3Y | -47.5% | +38.3% | -85.8% | -51.5% |
| 5Y | -36.7% | -70.9% | +34.2% | -37.9% |
| All | -40.3% | -51.7% | +11.4% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling