+2.0%
FISV vs SU
+267.2%
-265.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.4% |
| 7D | -2.7% | +2.2% | -4.9% | -3.2% |
| 30D | 0.0% | +8.4% | -8.4% | -1.9% |
| 3M | -2.8% | +12.1% | -14.9% | -5.7% |
| 6M | -11.8% | +19.7% | -31.5% | -16.1% |
| YTD | -23.2% | +58.4% | -81.6% | -32.0% |
| 1Y | -62.0% | +67.2% | -129.2% | -66.9% |
| 3Y | -57.6% | +125.0% | -182.6% | -66.5% |
| 5Y | -53.4% | +355.1% | -408.5% | -70.6% |
| All | +2.0% | +267.2% | -265.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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