-47.6%
FISV vs SMR
+11.2%
-58.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +15.3% | -19.3% | -4.4% |
| 7D | -1.6% | +21.4% | -23.0% | -2.1% |
| 30D | -3.0% | +13.8% | -16.8% | -3.3% |
| 3M | -3.5% | +3.9% | -7.4% | -3.8% |
| 6M | -19.4% | -4.2% | -15.2% | -19.8% |
| YTD | -24.3% | -21.1% | -3.2% | -24.4% |
| 1Y | -62.4% | -67.1% | +4.7% | -61.8% |
| 3Y | -58.2% | +88.9% | -147.0% | -62.4% |
| All | -47.6% | +11.2% | -58.8% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling