+539.7%
FISV vs SPXS
-100.0%
+639.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -3.9% |
| 7D | -6.4% | +1.2% | -7.7% | -6.0% |
| 30D | -6.8% | +5.2% | -12.0% | -5.1% |
| 3M | -10.0% | -9.2% | -0.8% | -12.4% |
| 6M | -20.6% | -29.6% | +9.0% | -28.2% |
| YTD | -27.6% | -27.6% | +0.1% | -33.5% |
| 1Y | -64.3% | -36.7% | -27.6% | -68.4% |
| 3Y | -60.0% | -79.8% | +19.8% | -73.4% |
| 5Y | -57.7% | -85.9% | +28.2% | -71.0% |
| 10Y | -3.0% | -99.5% | +96.6% | -68.9% |
| All | +539.7% | -100.0% | +639.7% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling