+26.0%
FISV vs SWKS
+35.1%
-9.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +8.4% | -3.1% | +11.6% | +9.3% |
| 30D | +38.8% | +8.3% | +30.4% | +35.6% |
| 3M | +21.3% | +20.2% | +1.0% | +13.8% |
| 6M | +14.1% | +24.9% | -10.8% | +3.6% |
| YTD | -5.7% | +33.2% | -38.9% | -17.1% |
| 1Y | -0.8% | +23.6% | -24.3% | -10.7% |
| 3Y | -47.9% | +1.3% | -49.1% | -53.2% |
| 5Y | -36.8% | -40.6% | +3.8% | -33.7% |
| All | +26.0% | +35.1% | -9.2% | -6.1% |
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