-3.7%
FISV vs SW
+29.5%
-33.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +5.4% |
| 7D | +29.6% | +12.1% | +17.6% | +26.9% |
| 30D | +34.5% | +6.6% | +27.9% | +32.8% |
| 3M | +11.2% | -6.0% | +17.3% | +12.2% |
| 6M | -1.2% | +21.5% | -22.7% | -4.8% |
| YTD | -7.6% | +20.3% | -28.0% | -12.4% |
| 1Y | -3.7% | +28.1% | -31.9% | -10.9% |
| All | -3.7% | +29.5% | -33.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling