+3,376.5%
FISV vs SPG
+5,319.3%
-1,942.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -3.0% | -4.9% | +2.0% | -1.3% |
| 3M | -3.5% | +3.3% | -6.8% | -4.5% |
| 6M | -19.4% | +11.2% | -30.6% | -22.3% |
| YTD | -24.3% | +17.1% | -41.3% | -28.2% |
| 1Y | -62.4% | +21.6% | -84.0% | -64.7% |
| 3Y | -58.2% | +111.9% | -170.0% | -67.7% |
| 5Y | -56.5% | +106.9% | -163.5% | -66.6% |
| 10Y | -0.5% | +62.2% | -62.7% | -26.5% |
| All | +3,376.5% | +5,319.3% | -1,942.8% | +471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling