-58.2%
FISV vs SM
-2.8%
-55.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.7% | -4.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -3.0% | +31.5% | -34.5% | -6.0% |
| 3M | -3.5% | +17.3% | -20.9% | -5.6% |
| 6M | -19.4% | +48.5% | -67.9% | -23.7% |
| YTD | -24.3% | +106.3% | -130.5% | -31.2% |
| 1Y | -62.4% | +47.3% | -109.7% | -64.6% |
| 3Y | -58.2% | -1.4% | -56.7% | -60.5% |
| All | -58.2% | -2.8% | -55.4% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling