+27.4%
FISV vs SBAC
+114.8%
-87.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +38.4% | +5.5% | +33.0% | +35.8% |
| 3M | +14.9% | +3.1% | +11.8% | +13.5% |
| 6M | +21.8% | -7.0% | +28.8% | +24.5% |
| YTD | -5.0% | +0.5% | -5.5% | -6.6% |
| 1Y | -1.2% | +0.2% | -1.4% | -2.8% |
| 3Y | -47.5% | -7.4% | -40.2% | -48.1% |
| 5Y | -36.7% | -39.7% | +3.0% | -27.2% |
| All | +27.4% | +114.8% | -87.4% | +1.0% |
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