+4,371.9%
FISV vs SM
+1,608.3%
+2,763.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -2.1% | +26.3% | -28.4% | -4.7% |
| 3M | -5.7% | +8.7% | -14.4% | -7.0% |
| 6M | -15.3% | +51.7% | -67.0% | -19.8% |
| YTD | -21.1% | +99.0% | -120.1% | -27.5% |
| 1Y | -61.1% | +34.6% | -95.7% | -62.8% |
| 3Y | -56.8% | -7.8% | -49.1% | -58.0% |
| 5Y | -54.2% | +104.8% | -159.0% | -60.3% |
| 10Y | +1.6% | +7.2% | -5.7% | -26.7% |
| All | +4,371.9% | +1,608.3% | +2,763.6% | +1,818.1% |
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