+2.0%
FISV vs SPYG
+424.6%
-422.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +4.8% |
| 7D | -2.7% | -0.9% | -1.8% | -2.0% |
| 30D | 0.0% | -1.5% | +1.5% | +1.3% |
| 3M | -2.8% | +3.7% | -6.5% | -6.3% |
| 6M | -11.8% | +16.4% | -28.3% | -22.7% |
| YTD | -23.2% | +13.3% | -36.5% | -31.2% |
| 1Y | -62.0% | +17.9% | -79.9% | -67.2% |
| 3Y | -57.6% | +98.3% | -156.0% | -77.2% |
| 5Y | -53.4% | +86.4% | -139.8% | -74.1% |
| All | +2.0% | +424.6% | -422.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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