+981.8%
FISV vs SBAC
+2,222.3%
-1,240.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | +38.4% | +5.5% | +33.0% | +37.5% |
| 3M | +14.9% | +3.1% | +11.8% | +14.4% |
| 6M | +21.8% | -7.0% | +28.8% | +22.8% |
| YTD | -5.0% | +0.5% | -5.5% | -5.5% |
| 1Y | -1.2% | +0.2% | -1.4% | -1.6% |
| 3Y | -47.5% | -7.4% | -40.2% | -47.5% |
| 5Y | -36.7% | -39.7% | +3.0% | -33.7% |
| 10Y | +26.9% | +112.5% | -85.7% | +15.6% |
| All | +981.8% | +2,222.3% | -1,240.5% | +666.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling