-55.3%
FISV vs SITM
+4,789.7%
-4,845.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | -0.1% | +4.9% |
| 7D | -2.7% | +3.9% | -6.5% | -3.0% |
| 30D | 0.0% | -6.6% | +6.6% | +0.5% |
| 3M | -2.8% | -11.9% | +9.1% | -2.9% |
| 6M | -11.8% | +81.1% | -93.0% | -19.8% |
| YTD | -23.2% | +80.0% | -103.2% | -30.7% |
| 1Y | -62.0% | +145.8% | -207.8% | -67.4% |
| 3Y | -57.6% | +475.9% | -533.5% | -69.7% |
| 5Y | -53.4% | +189.2% | -242.6% | -66.2% |
| All | -55.3% | +4,789.7% | -4,845.0% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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