-3.3%
FISV vs SAN
+347.0%
-350.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -7.2% | -2.8% | -4.4% | -6.4% |
| 30D | -7.2% | -0.5% | -6.6% | -7.0% |
| 3M | -8.2% | +22.7% | -30.9% | -13.9% |
| 6M | -17.7% | +28.8% | -46.5% | -24.3% |
| YTD | -27.2% | +26.3% | -53.4% | -32.8% |
| 1Y | -63.0% | +48.8% | -111.8% | -67.8% |
| 3Y | -59.8% | +347.2% | -407.0% | -76.0% |
| 5Y | -55.8% | +383.8% | -439.6% | -75.2% |
| All | -3.3% | +347.0% | -350.2% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling