+2.0%
FISV vs SO
+159.0%
-157.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.7% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | 0.0% | -5.0% | +5.0% | +2.2% |
| 3M | -2.8% | -5.8% | +3.0% | -0.3% |
| 6M | -11.8% | -7.9% | -3.9% | -9.0% |
| YTD | -23.2% | +2.4% | -25.6% | -24.8% |
| 1Y | -62.0% | -2.3% | -59.7% | -62.0% |
| 3Y | -57.6% | +41.9% | -99.5% | -65.2% |
| 5Y | -53.4% | +58.1% | -111.5% | -64.4% |
| All | +2.0% | +159.0% | -157.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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