-49.6%
FISV vs SMR
+1.6%
-51.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +0.7% |
| 7D | -7.2% | +4.7% | -11.9% | -7.3% |
| 30D | -7.2% | +3.2% | -10.4% | -7.3% |
| 3M | -8.2% | +9.9% | -18.1% | -8.7% |
| 6M | -17.7% | -15.1% | -2.6% | -17.8% |
| YTD | -27.2% | -27.9% | +0.8% | -27.1% |
| 1Y | -63.0% | -70.2% | +7.3% | -62.3% |
| 3Y | -59.8% | +72.5% | -132.2% | -63.7% |
| All | -49.6% | +1.6% | -51.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling