-58.2%
FISV vs SO
+45.5%
-103.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -3.0% | -3.2% | +0.2% | -2.6% |
| 3M | -3.5% | -1.7% | -1.8% | -3.2% |
| 6M | -19.4% | -7.2% | -12.2% | -18.6% |
| YTD | -24.3% | +4.6% | -28.8% | -25.2% |
| 1Y | -62.4% | +1.2% | -63.6% | -62.6% |
| All | -58.2% | +45.5% | -103.7% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling