+3,507.6%
FISV vs SPY
+3,091.8%
+415.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -2.1% | +0.1% | -2.1% | -2.1% |
| 3M | -5.7% | +2.0% | -7.7% | -8.1% |
| 6M | -15.3% | +13.0% | -28.3% | -25.6% |
| YTD | -21.1% | +13.5% | -34.6% | -30.8% |
| 1Y | -61.1% | +20.0% | -81.0% | -67.7% |
| 3Y | -56.8% | +77.2% | -134.0% | -76.2% |
| 5Y | -54.2% | +81.9% | -136.1% | -75.5% |
| 10Y | +1.6% | +314.1% | -312.5% | -75.8% |
| All | +3,507.6% | +3,091.8% | +415.8% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling