+2.0%
FISV vs SFM
+271.4%
-269.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | -2.7% | -10.6% | +7.9% | -1.4% |
| 30D | 0.0% | -15.5% | +15.5% | +1.9% |
| 3M | -2.8% | -17.4% | +14.6% | -0.9% |
| 6M | -11.8% | -3.4% | -8.4% | -12.1% |
| YTD | -23.2% | -8.7% | -14.5% | -23.0% |
| 1Y | -62.0% | -47.2% | -14.8% | -59.6% |
| 3Y | -57.6% | +82.7% | -140.3% | -59.7% |
| 5Y | -53.4% | +214.3% | -267.7% | -58.0% |
| All | +2.0% | +271.4% | -269.4% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling