-63.0%
FISV vs SAN
+49.3%
-112.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -7.2% | -2.8% | -4.4% | -7.0% |
| 30D | -7.2% | -0.5% | -6.6% | -7.2% |
| 3M | -8.2% | +22.7% | -30.9% | -9.4% |
| 6M | -17.7% | +28.8% | -46.5% | -19.6% |
| YTD | -27.2% | +26.3% | -53.4% | -26.0% |
| 1Y | -63.0% | +48.8% | -111.8% | -56.5% |
| All | -63.0% | +49.3% | -112.3% | -56.5% |
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