+5.3%
FISV vs SPMO
+575.0%
-569.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -6.4% | +2.7% | -9.1% | -8.0% |
| 30D | -6.8% | +1.1% | -7.9% | -7.6% |
| 3M | -10.0% | +2.0% | -12.0% | -13.6% |
| 6M | -20.6% | +26.5% | -47.2% | -35.8% |
| YTD | -27.6% | +26.5% | -54.1% | -41.5% |
| 1Y | -64.3% | +27.9% | -92.3% | -71.6% |
| 3Y | -60.0% | +160.4% | -220.4% | -82.4% |
| 5Y | -57.7% | +151.5% | -209.2% | -81.0% |
| 10Y | -3.0% | +526.3% | -529.3% | -74.4% |
| All | +5.3% | +575.0% | -569.8% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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