+118.8%
FISV vs SFM
+132.6%
-13.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -2.1% | -4.4% | +2.3% | -1.7% |
| 3M | -5.7% | +1.5% | -7.3% | -6.2% |
| 6M | -15.3% | +6.5% | -21.8% | -16.5% |
| YTD | -21.1% | +2.2% | -23.3% | -21.9% |
| 1Y | -61.1% | -41.9% | -19.2% | -59.1% |
| 3Y | -56.8% | +106.8% | -163.6% | -59.9% |
| 5Y | -54.2% | +231.6% | -285.7% | -59.6% |
| 10Y | +1.6% | +258.4% | -256.8% | -13.9% |
| All | +118.8% | +132.6% | -13.7% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling