-61.1%
FISV vs SN
+46.4%
-107.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -0.3% | -9.3% | +9.0% | +2.2% |
| 30D | -2.1% | -4.8% | +2.7% | -0.8% |
| 3M | -5.7% | +40.4% | -46.2% | -14.6% |
| 6M | -15.3% | +50.9% | -66.3% | -25.1% |
| YTD | -21.1% | +54.9% | -76.0% | -31.4% |
| 1Y | -61.1% | +43.0% | -104.1% | -66.2% |
| All | -61.1% | +46.4% | -107.5% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling