-3.0%
FISV vs SIMO
+548.4%
-551.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.5% |
| 7D | -6.4% | +14.5% | -20.9% | -7.6% |
| 30D | -6.8% | +20.4% | -27.3% | -8.7% |
| 3M | -10.0% | +7.1% | -17.1% | -12.0% |
| 6M | -20.6% | +129.2% | -149.9% | -31.4% |
| YTD | -27.6% | +201.9% | -229.5% | -40.4% |
| 1Y | -64.3% | +235.5% | -299.8% | -71.3% |
| 3Y | -60.0% | +463.8% | -523.8% | -71.1% |
| 5Y | -57.7% | +306.7% | -364.4% | -68.9% |
| 10Y | -3.0% | +579.5% | -582.4% | -42.9% |
| All | -3.0% | +548.4% | -551.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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