-47.4%
FISV vs SW
+39.0%
-86.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +25.7% | +2.3% | +23.4% | +25.0% |
| 30D | +38.8% | +6.8% | +32.0% | +36.3% |
| 3M | +16.2% | -5.2% | +21.4% | +17.8% |
| 6M | +12.1% | +7.4% | +4.6% | +8.9% |
| YTD | -6.4% | +17.4% | -23.8% | -12.5% |
| 1Y | +2.0% | +27.1% | -25.1% | -7.2% |
| 3Y | -47.4% | +47.9% | -95.3% | -47.8% |
| All | -47.4% | +39.0% | -86.5% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling