+26.3%
FISV vs SWKS
+33.1%
-6.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +25.7% | -6.2% | +31.9% | +27.7% |
| 30D | +38.8% | -1.5% | +40.3% | +39.0% |
| 3M | +16.2% | +23.0% | -6.8% | +8.3% |
| 6M | +12.1% | +27.6% | -15.5% | +1.0% |
| YTD | -6.4% | +32.3% | -38.7% | -17.5% |
| 1Y | +2.0% | +20.1% | -18.1% | -7.4% |
| 3Y | -47.4% | +0.6% | -48.1% | -52.7% |
| 5Y | -37.3% | -42.3% | +5.0% | -33.7% |
| All | +26.3% | +33.1% | -6.8% | -5.0% |
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