+5,281.4%
FISV vs SM
+1,434.4%
+3,847.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | +9.4% | -8.0% | +0.4% |
| 30D | +38.4% | -14.4% | +52.8% | +40.1% |
| 3M | +14.9% | +1.6% | +13.4% | +13.9% |
| 6M | +21.8% | +6.3% | +15.4% | +19.7% |
| YTD | -5.0% | +78.8% | -83.8% | -12.3% |
| 1Y | -1.2% | +83.1% | -84.3% | -9.0% |
| 3Y | -47.5% | -5.9% | -41.6% | -49.2% |
| 5Y | -36.7% | +4.8% | -41.6% | -41.2% |
| 10Y | +26.9% | +17.5% | +9.3% | -9.9% |
| All | +5,281.4% | +1,434.4% | +3,847.0% | +2,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling