+412.8%
FISV vs SW
+730.4%
-317.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +29.4% | +4.7% | +24.8% | +29.1% |
| 30D | +38.0% | +5.0% | +32.9% | +37.5% |
| 3M | +15.9% | -7.3% | +23.3% | +16.5% |
| 6M | +9.5% | +15.0% | -5.4% | +8.4% |
| YTD | -6.6% | +18.5% | -25.1% | -7.8% |
| 1Y | -2.0% | +27.1% | -29.1% | -3.7% |
| 3Y | -47.5% | +49.3% | -96.8% | -48.4% |
| 5Y | -37.5% | -1.6% | -35.8% | -38.3% |
| 10Y | +28.1% | +185.4% | -157.2% | +23.7% |
| All | +412.8% | +730.4% | -317.6% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling