-60.0%
FISV vs SIMO
+469.0%
-529.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.3% |
| 7D | -6.4% | +14.5% | -20.9% | -6.4% |
| 30D | -6.8% | +20.4% | -27.3% | -6.8% |
| 3M | -10.0% | +7.1% | -17.1% | -10.3% |
| 6M | -20.6% | +129.2% | -149.9% | -25.7% |
| YTD | -27.6% | +201.9% | -229.5% | -34.5% |
| 1Y | -64.3% | +235.5% | -299.8% | -68.2% |
| All | -60.0% | +469.0% | -529.0% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling