-61.1%
FISV vs SFM
-41.4%
-19.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -2.1% | -4.4% | +2.3% | -1.6% |
| 3M | -5.7% | +1.5% | -7.3% | -6.5% |
| 6M | -15.3% | +6.5% | -21.8% | -17.4% |
| YTD | -21.1% | +2.2% | -23.3% | -22.1% |
| 1Y | -61.1% | -41.9% | -19.2% | -54.1% |
| All | -61.1% | -41.4% | -19.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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