+423.9%
FISV vs SGI
+2,073.9%
-1,650.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -1.6% | +9.3% | -10.9% | -3.2% |
| 30D | -3.0% | +6.9% | -9.8% | -4.2% |
| 3M | -3.5% | +2.8% | -6.4% | -4.4% |
| 6M | -19.4% | -12.6% | -6.8% | -18.0% |
| YTD | -24.3% | -21.5% | -2.8% | -21.7% |
| 1Y | -62.4% | -18.8% | -43.6% | -61.4% |
| 3Y | -58.2% | +60.8% | -119.0% | -62.8% |
| 5Y | -56.5% | +60.0% | -116.5% | -62.3% |
| 10Y | -0.5% | +267.8% | -268.4% | -32.6% |
| All | +423.9% | +2,073.9% | -1,650.0% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling