-0.5%
FISV vs SWKS
+30.1%
-30.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.9% | -4.5% |
| 7D | -1.6% | +11.8% | -13.4% | -4.7% |
| 30D | -3.0% | +6.7% | -9.7% | -4.8% |
| 3M | -3.5% | 0.0% | -3.5% | -4.7% |
| 6M | -19.4% | +38.7% | -58.1% | -29.1% |
| YTD | -24.3% | +21.4% | -45.6% | -30.9% |
| 1Y | -62.4% | +2.9% | -65.3% | -63.9% |
| 3Y | -58.2% | -16.4% | -41.8% | -59.6% |
| 5Y | -56.5% | -51.2% | -5.4% | -51.1% |
| 10Y | -0.5% | +31.0% | -31.6% | -24.5% |
| All | -0.5% | +30.1% | -30.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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