+2,356.7%
FISV vs SAP
+2,233.8%
+122.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | -2.1% | +9.0% | -11.1% | -4.9% |
| 3M | -5.7% | +14.9% | -20.7% | -10.2% |
| 6M | -15.3% | +11.9% | -27.2% | -18.9% |
| YTD | -21.1% | -9.9% | -11.2% | -19.4% |
| 1Y | -61.1% | -19.5% | -41.5% | -58.4% |
| 3Y | -56.8% | +61.8% | -118.6% | -63.6% |
| 5Y | -54.2% | +56.2% | -110.3% | -61.4% |
| 10Y | +1.6% | +180.6% | -179.0% | -29.9% |
| All | +2,356.7% | +2,233.8% | +122.9% | +847.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling