+2.0%
FISV vs SBAC
+87.1%
-85.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.6% |
| 7D | -2.7% | -2.1% | -0.6% | -1.9% |
| 30D | 0.0% | +2.0% | -2.0% | -0.6% |
| 3M | -2.8% | -8.3% | +5.5% | +0.2% |
| 6M | -11.8% | +0.3% | -12.1% | -12.7% |
| YTD | -23.2% | -2.2% | -21.0% | -23.5% |
| 1Y | -62.0% | -4.6% | -57.4% | -61.7% |
| 3Y | -57.6% | -8.3% | -49.3% | -57.9% |
| 5Y | -53.4% | -42.8% | -10.6% | -45.3% |
| All | +2.0% | +87.1% | -85.1% | -14.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling