+11,131.7%
FISV vs SO
+5,976.4%
+5,155.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | -2.1% | -4.6% | +2.5% | -0.4% |
| 3M | -5.7% | -3.0% | -2.7% | -4.7% |
| 6M | -15.3% | -8.3% | -7.1% | -12.9% |
| YTD | -21.1% | +3.5% | -24.6% | -22.7% |
| 1Y | -61.1% | -0.9% | -60.2% | -61.3% |
| 3Y | -56.8% | +45.4% | -102.2% | -63.3% |
| 5Y | -54.2% | +59.6% | -113.8% | -62.7% |
| 10Y | +1.6% | +156.6% | -155.0% | -31.3% |
| All | +11,131.7% | +5,976.4% | +5,155.3% | +3,605.4% |
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 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