-63.0%
FISV vs SIMO
+220.5%
-283.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.4% |
| 7D | -7.2% | +12.5% | -19.7% | -6.7% |
| 30D | -7.2% | +18.4% | -25.6% | -6.3% |
| 3M | -8.2% | +5.6% | -13.8% | -8.0% |
| 6M | -17.7% | +116.9% | -134.6% | -20.6% |
| YTD | -27.2% | +188.4% | -215.6% | -32.3% |
| 1Y | -63.0% | +221.3% | -284.2% | -65.5% |
| All | -63.0% | +220.5% | -283.4% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling