-3.7%
FISV vs SBAC
+2.4%
-6.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +4.7% |
| 7D | +29.6% | +5.8% | +23.8% | +27.7% |
| 30D | +34.5% | +20.8% | +13.7% | +27.6% |
| 3M | +11.2% | +4.8% | +6.5% | +9.8% |
| 6M | -1.2% | -9.1% | +7.9% | -0.3% |
| YTD | -7.6% | +3.1% | -10.7% | -8.3% |
| 1Y | -3.7% | +2.2% | -5.9% | -4.5% |
| All | -3.7% | +2.4% | -6.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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