+27.4%
FISV vs SAN
+270.1%
-242.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +1.4% | +4.0% | -2.6% | +0.3% |
| 30D | +38.4% | -7.8% | +46.3% | +41.4% |
| 3M | +14.9% | -16.4% | +31.3% | +20.7% |
| 6M | +21.8% | +3.5% | +18.3% | +19.5% |
| YTD | -5.0% | +6.7% | -11.7% | -8.4% |
| 1Y | -1.2% | +14.5% | -15.7% | -6.7% |
| 3Y | -47.5% | +243.5% | -291.0% | -66.2% |
| 5Y | -36.7% | +296.2% | -332.9% | -62.5% |
| All | +27.4% | +270.1% | -242.7% | -29.0% |
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