+13,416.2%
FISV vs SO
+6,354.3%
+7,061.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.3% |
| 7D | +1.4% | +1.4% | +0.1% | +1.0% |
| 30D | +38.4% | +4.7% | +33.7% | +36.1% |
| 3M | +14.9% | +1.7% | +13.2% | +14.1% |
| 6M | +21.8% | +2.2% | +19.6% | +20.6% |
| YTD | -5.0% | +10.0% | -15.0% | -9.1% |
| 1Y | -1.2% | +6.0% | -7.2% | -4.1% |
| 3Y | -47.5% | +54.1% | -101.6% | -56.3% |
| 5Y | -36.7% | +79.6% | -116.4% | -50.8% |
| 10Y | +26.9% | +195.5% | -168.6% | -18.4% |
| All | +13,416.2% | +6,354.3% | +7,061.9% | +4,259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling