-61.1%
FISV vs SAN
+58.9%
-120.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -2.1% | +2.0% | -4.0% | -2.2% |
| 3M | -5.7% | +19.7% | -25.5% | -6.8% |
| 6M | -15.3% | +30.6% | -46.0% | -17.3% |
| YTD | -21.1% | +28.8% | -49.9% | -20.0% |
| 1Y | -61.1% | +57.8% | -118.8% | -54.8% |
| All | -61.1% | +58.9% | -120.0% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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