-46.9%
FISV vs SMR
-14.3%
-32.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -15.7% | +21.1% | +5.8% |
| 7D | -2.7% | -11.2% | +8.6% | -2.5% |
| 30D | 0.0% | -10.2% | +10.3% | +0.1% |
| 3M | -2.8% | -10.0% | +7.2% | -2.9% |
| 6M | -11.8% | -30.5% | +18.6% | -11.6% |
| YTD | -23.2% | -39.2% | +16.0% | -22.9% |
| 1Y | -62.0% | -75.5% | +13.5% | -61.1% |
| 3Y | -57.6% | +45.4% | -103.0% | -61.6% |
| All | -46.9% | -14.3% | -32.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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