-47.5%
FISV vs SM
-3.9%
-43.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | +9.4% | -8.0% | +0.7% |
| 30D | +38.4% | -14.4% | +52.8% | +39.8% |
| 3M | +14.9% | +1.6% | +13.4% | +13.5% |
| 6M | +21.8% | +6.3% | +15.4% | +19.2% |
| YTD | -5.0% | +78.8% | -83.8% | -13.7% |
| 1Y | -1.2% | +83.1% | -84.3% | -10.5% |
| 3Y | -47.5% | -5.9% | -41.6% | -49.6% |
| All | -47.5% | -3.9% | -43.6% | -49.6% |
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