+484.0%
FISV vs SNY
+241.9%
+242.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -2.7% | -3.3% | +0.6% | -1.3% |
| 30D | 0.0% | -2.2% | +2.2% | +0.9% |
| 3M | -2.8% | -3.0% | +0.2% | -1.6% |
| 6M | -11.8% | +2.7% | -14.6% | -13.0% |
| YTD | -23.2% | -6.8% | -16.4% | -21.2% |
| 1Y | -62.0% | -5.3% | -56.7% | -61.3% |
| 3Y | -57.6% | -9.8% | -47.8% | -57.9% |
| 5Y | -53.4% | +9.7% | -63.1% | -58.4% |
| 10Y | +2.9% | +64.5% | -61.6% | -25.3% |
| All | +484.0% | +241.9% | +242.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling