-62.0%
FISV vs SITM
+155.7%
-217.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | -0.1% | +5.7% |
| 7D | -2.7% | +3.9% | -6.5% | -2.5% |
| 30D | 0.0% | -6.6% | +6.6% | -0.3% |
| 3M | -2.8% | -11.9% | +9.1% | -2.6% |
| 6M | -11.8% | +81.1% | -93.0% | -12.3% |
| YTD | -23.2% | +80.0% | -103.2% | -23.4% |
| 1Y | -62.0% | +145.8% | -207.8% | -61.0% |
| All | -62.0% | +155.7% | -217.7% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling