-53.1%
FISV vs SPYG
+85.2%
-138.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | 0.0% | -1.5% | +1.5% | +0.9% |
| 3M | -2.8% | +3.7% | -6.5% | -5.3% |
| 6M | -11.8% | +16.4% | -28.3% | -20.0% |
| YTD | -23.2% | +13.3% | -36.5% | -29.2% |
| 1Y | -62.0% | +17.9% | -79.9% | -65.9% |
| 3Y | -57.6% | +98.3% | -156.0% | -73.6% |
| All | -53.1% | +85.2% | -138.4% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling