-55.8%
FISV vs SFM
+212.1%
-267.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -7.2% | -8.8% | +1.6% | -6.0% |
| 30D | -7.2% | -14.5% | +7.3% | -5.2% |
| 3M | -8.2% | -16.8% | +8.7% | -6.0% |
| 6M | -17.7% | -5.3% | -12.3% | -17.8% |
| YTD | -27.2% | -9.4% | -17.8% | -26.9% |
| 1Y | -63.0% | -46.2% | -16.8% | -59.9% |
| 3Y | -59.8% | +81.3% | -141.0% | -61.5% |
| 5Y | -55.8% | +211.9% | -267.7% | -59.1% |
| All | -55.8% | +212.1% | -267.9% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling