-61.2%
FISV vs SN
+453.9%
-515.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | +1.2% |
| 7D | -7.2% | -7.2% | 0.0% | -6.1% |
| 30D | -7.2% | -13.4% | +6.2% | -5.1% |
| 3M | -8.2% | +26.8% | -35.0% | -11.6% |
| 6M | -17.7% | +44.6% | -62.3% | -22.6% |
| YTD | -27.2% | +45.3% | -72.4% | -31.7% |
| 1Y | -63.0% | +40.1% | -103.1% | -65.2% |
| 3Y | -59.8% | +375.3% | -435.0% | -65.3% |
| All | -61.2% | +453.9% | -515.1% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling