+27.4%
FISV vs SPY
+307.0%
-279.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.1% |
| 7D | +1.4% | +2.6% | -1.2% | -1.0% |
| 30D | +38.4% | -2.0% | +40.4% | +40.6% |
| 3M | +14.9% | -2.8% | +17.7% | +17.6% |
| 6M | +21.8% | +2.1% | +19.6% | +18.1% |
| YTD | -5.0% | +11.5% | -16.5% | -15.5% |
| 1Y | -1.2% | +13.5% | -14.6% | -13.6% |
| 3Y | -47.5% | +77.7% | -125.2% | -71.4% |
| 5Y | -36.7% | +72.6% | -109.3% | -64.6% |
| All | +27.4% | +307.0% | -279.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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