-63.0%
FISV vs SPG
+19.7%
-82.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -7.2% | -2.2% | -5.0% | -5.6% |
| 30D | -7.2% | -5.8% | -1.4% | -2.8% |
| 3M | -8.2% | -2.8% | -5.4% | -6.1% |
| 6M | -17.7% | +8.9% | -26.6% | -24.5% |
| YTD | -27.2% | +14.3% | -41.4% | -37.2% |
| 1Y | -63.0% | +19.5% | -82.5% | -70.2% |
| All | -63.0% | +19.7% | -82.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling