-3.3%
FISV vs SBAC
+83.0%
-86.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.6% |
| 7D | -7.2% | -5.3% | -1.9% | -5.4% |
| 30D | -7.2% | +0.4% | -7.6% | -7.3% |
| 3M | -8.2% | -11.9% | +3.7% | -4.1% |
| 6M | -17.7% | -4.5% | -13.2% | -17.1% |
| YTD | -27.2% | -4.3% | -22.8% | -26.9% |
| 1Y | -63.0% | -3.9% | -59.1% | -62.8% |
| 3Y | -59.8% | -11.0% | -48.8% | -59.6% |
| 5Y | -55.8% | -44.1% | -11.7% | -47.7% |
| All | -3.3% | +83.0% | -86.3% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling