-54.2%
FISV vs S
-56.9%
+2.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -7.2% | -11.8% | +4.6% | -5.7% |
| 3M | -8.2% | +33.9% | -42.1% | -12.1% |
| 6M | -17.7% | +40.1% | -57.8% | -22.0% |
| YTD | -27.2% | +32.1% | -59.2% | -30.5% |
| 1Y | -63.0% | +11.0% | -74.0% | -63.8% |
| 3Y | -59.8% | +16.9% | -76.7% | -61.8% |
| 5Y | -55.8% | -68.9% | +13.1% | -56.0% |
| All | -54.2% | -56.9% | +2.7% | -51.9% |
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