-53.1%
FISV vs SGI
+47.3%
-100.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.2% |
| 7D | -2.7% | -4.5% | +1.8% | -1.6% |
| 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% | -9.4% |
| YTD | -23.2% | -24.7% | +1.5% | -19.0% |
| 1Y | -62.0% | -21.8% | -40.2% | -60.4% |
| 3Y | -57.6% | +50.0% | -107.7% | -63.4% |
| All | -53.1% | +47.3% | -100.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling