+394.3%
FISV vs SIMO
+3,332.4%
-2,938.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -0.5% |
| 7D | -0.3% | +4.2% | -4.6% | -0.8% |
| 30D | -2.1% | +4.1% | -6.1% | -2.9% |
| 3M | -5.7% | -12.9% | +7.1% | -6.0% |
| 6M | -15.3% | +110.3% | -125.7% | -25.8% |
| YTD | -21.1% | +178.6% | -199.7% | -33.8% |
| 1Y | -61.1% | +220.0% | -281.1% | -68.1% |
| 3Y | -56.8% | +409.0% | -465.9% | -67.4% |
| 5Y | -54.2% | +277.3% | -331.5% | -64.9% |
| 10Y | +1.6% | +506.6% | -505.0% | -30.1% |
| All | +394.3% | +3,332.4% | -2,938.1% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling