-49.5%
FISV vs SN
+671.3%
-720.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.2% |
| 30D | +38.4% | +21.5% | +16.9% | +34.3% |
| 3M | +14.9% | +20.0% | -5.1% | +11.6% |
| 6M | +21.8% | +119.9% | -98.1% | +7.6% |
| YTD | -5.0% | +102.3% | -107.4% | -15.4% |
| 1Y | -1.2% | +148.0% | -149.2% | -14.4% |
| 3Y | -47.5% | +450.0% | -497.5% | -56.9% |
| All | -49.5% | +671.3% | -720.7% | -58.6% |
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