-61.1%
FISV vs SCHG
+16.6%
-77.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -2.1% | +0.2% | -2.3% | -2.1% |
| 3M | -5.7% | +2.2% | -8.0% | -6.2% |
| 6M | -15.3% | +15.0% | -30.4% | -22.4% |
| YTD | -21.1% | +9.2% | -30.3% | -26.5% |
| 1Y | -61.1% | +15.7% | -76.8% | -64.0% |
| All | -61.1% | +16.6% | -77.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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