-60.0%
FISV vs SPG
+106.5%
-166.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.2% |
| 7D | -6.4% | -1.7% | -4.8% | -5.7% |
| 30D | -6.8% | -6.3% | -0.6% | -4.0% |
| 3M | -10.0% | -2.4% | -7.5% | -8.8% |
| 6M | -20.6% | +9.6% | -30.3% | -24.0% |
| YTD | -27.6% | +14.2% | -41.8% | -31.8% |
| 1Y | -64.3% | +19.3% | -83.6% | -66.9% |
| All | -60.0% | +106.5% | -166.5% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling