+2.0%
FISV vs SGI
+270.1%
-268.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.2% |
| 7D | -2.7% | -4.5% | +1.8% | -1.7% |
| 30D | 0.0% | +4.2% | -4.1% | -0.9% |
| 3M | -2.8% | -7.4% | +4.7% | -1.4% |
| 6M | -11.8% | -15.1% | +3.2% | -9.5% |
| YTD | -23.2% | -24.7% | +1.5% | -19.3% |
| 1Y | -62.0% | -21.8% | -40.2% | -60.5% |
| 3Y | -57.6% | +50.0% | -107.7% | -62.8% |
| 5Y | -53.4% | +48.9% | -102.3% | -60.4% |
| All | +2.0% | +270.1% | -268.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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