-55.8%
FISV vs SPY
+79.8%
-135.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | -7.2% | -2.0% | -5.2% | -5.7% |
| 30D | -7.2% | -1.7% | -5.5% | -5.9% |
| 3M | -8.2% | +4.7% | -12.9% | -11.9% |
| 6M | -17.7% | +12.5% | -30.2% | -25.8% |
| YTD | -27.2% | +11.7% | -38.9% | -33.9% |
| 1Y | -63.0% | +17.5% | -80.5% | -67.8% |
| 3Y | -59.8% | +76.6% | -136.3% | -75.9% |
| 5Y | -55.8% | +82.0% | -137.8% | -75.2% |
| All | -55.8% | +79.8% | -135.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling