+473.6%
FISV vs SIMO
+2,312.3%
-1,838.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -2.0% | +14.9% | -16.8% | -3.5% |
| 30D | +31.8% | -27.0% | +58.8% | +35.2% |
| 3M | +19.3% | -25.4% | +44.7% | +21.2% |
| 6M | +12.1% | -30.3% | +42.3% | +12.4% |
| YTD | -8.4% | +95.8% | -104.2% | -21.2% |
| 1Y | -4.5% | +100.0% | -104.5% | -18.1% |
| 3Y | -49.4% | +238.3% | -287.6% | -60.4% |
| 5Y | -39.0% | +187.6% | -226.6% | -52.6% |
| 10Y | +22.3% | +422.5% | -400.2% | -15.6% |
| All | +473.6% | +2,312.3% | -1,838.7% | +167.4% |
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