+2.0%
FISV vs SPXS
-99.6%
+101.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +4.6% |
| 7D | -2.7% | +2.5% | -5.2% | -1.8% |
| 30D | 0.0% | +4.2% | -4.2% | +1.6% |
| 3M | -2.8% | -9.3% | +6.5% | -5.6% |
| 6M | -11.8% | -30.7% | +18.9% | -20.8% |
| YTD | -23.2% | -28.1% | +4.8% | -29.7% |
| 1Y | -62.0% | -35.1% | -26.9% | -66.1% |
| 3Y | -57.6% | -79.6% | +22.0% | -72.1% |
| 5Y | -53.4% | -86.3% | +32.9% | -68.8% |
| All | +2.0% | -99.6% | +101.5% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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