-57.7%
FISV vs SAP
+55.3%
-113.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.8% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | -6.8% | +0.3% | -7.1% | -7.0% |
| 3M | -10.0% | +16.9% | -26.8% | -16.4% |
| 6M | -20.6% | +6.3% | -27.0% | -23.5% |
| YTD | -27.6% | -12.4% | -15.2% | -24.7% |
| 1Y | -64.3% | -21.6% | -42.7% | -60.6% |
| 3Y | -60.0% | +54.8% | -114.8% | -67.2% |
| 5Y | -57.7% | +56.2% | -113.9% | -68.3% |
| All | -57.7% | +55.3% | -113.0% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 5y: compounded portfolio wealth divided by compounded SAP 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…
5y analysis · Full analysis span regression · 6 months rolling