-3.7%
FISV vs SN
+156.5%
-160.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +5.4% |
| 7D | +29.6% | +10.6% | +19.0% | +27.0% |
| 30D | +34.5% | +20.0% | +14.5% | +29.5% |
| 3M | +11.2% | +30.4% | -19.1% | +5.2% |
| 6M | -1.2% | +91.0% | -92.2% | -14.2% |
| YTD | -7.6% | +95.9% | -103.6% | -20.7% |
| 1Y | -3.7% | +158.9% | -162.6% | -21.7% |
| All | -3.7% | +156.5% | -160.2% | -21.7% |
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