-3.3%
FISV vs SM
+23.2%
-26.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -7.2% | +2.1% | -9.3% | -7.4% |
| 30D | -7.2% | +18.1% | -25.3% | -8.7% |
| 3M | -8.2% | +17.0% | -25.1% | -9.8% |
| 6M | -17.7% | +55.4% | -73.1% | -21.6% |
| YTD | -27.2% | +108.6% | -135.7% | -32.5% |
| 1Y | -63.0% | +45.7% | -108.6% | -64.6% |
| 3Y | -59.8% | -0.3% | -59.4% | -61.0% |
| 5Y | -55.8% | +113.0% | -168.8% | -60.7% |
| All | -3.3% | +23.2% | -26.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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