-3.7%
FISV vs SCHG
+5.5%
-9.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +5.0% | +5.7% |
| 7D | +29.6% | -2.5% | +32.2% | +30.9% |
| 30D | +34.5% | -5.4% | +39.9% | +37.8% |
| 3M | +11.2% | -2.2% | +13.4% | +11.8% |
| 6M | -1.2% | +5.2% | -6.4% | -5.0% |
| YTD | -7.6% | +6.8% | -14.4% | -13.5% |
| 1Y | -3.7% | +5.9% | -9.6% | -9.4% |
| All | -3.7% | +5.5% | -9.3% | -9.4% |
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