+163.3%
FISV vs SFM
+48.8%
+114.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | +1.4% | +6.0% | -4.6% | +0.8% |
| 30D | +38.4% | -19.5% | +57.9% | +41.0% |
| 3M | +14.9% | -37.0% | +51.9% | +20.2% |
| 6M | +21.8% | -41.0% | +62.8% | +27.9% |
| YTD | -5.0% | -34.6% | +29.6% | -1.8% |
| 1Y | -1.2% | -36.3% | +35.1% | +2.5% |
| 3Y | -47.5% | +24.5% | -72.1% | -48.7% |
| 5Y | -36.7% | +115.9% | -152.6% | -41.8% |
| 10Y | +26.9% | +139.5% | -112.6% | +12.0% |
| All | +163.3% | +48.8% | +114.6% | +146.0% |
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