-57.8%
FISV vs SITM
+4,437.5%
-4,495.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.2% |
| 7D | -6.4% | +3.7% | -10.1% | -6.7% |
| 30D | -6.8% | -14.5% | +7.7% | -5.6% |
| 3M | -10.0% | -10.6% | +0.6% | -10.3% |
| 6M | -20.6% | +65.5% | -86.2% | -27.2% |
| YTD | -27.6% | +67.0% | -94.6% | -34.2% |
| 1Y | -64.3% | +138.6% | -202.9% | -69.3% |
| 3Y | -60.0% | +421.8% | -481.8% | -71.1% |
| 5Y | -57.7% | +172.4% | -230.1% | -69.2% |
| All | -57.8% | +4,437.5% | -4,495.3% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling