-58.2%
FISV vs SN
+430.5%
-488.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -3.0% | -5.6% | +2.6% | -2.0% |
| 3M | -3.5% | +48.1% | -51.6% | -10.2% |
| 6M | -19.4% | +57.6% | -77.0% | -26.1% |
| YTD | -24.3% | +56.5% | -80.8% | -30.6% |
| 1Y | -62.4% | +52.6% | -114.9% | -65.5% |
| 3Y | -58.2% | +412.0% | -470.1% | -65.6% |
| All | -58.2% | +430.5% | -488.6% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling