+406.2%
FISV vs SPYG
+553.6%
-147.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -7.2% | -1.8% | -5.4% | -5.9% |
| 30D | -7.2% | -1.9% | -5.3% | -5.8% |
| 3M | -8.2% | +5.2% | -13.3% | -12.4% |
| 6M | -17.7% | +15.6% | -33.2% | -27.2% |
| YTD | -27.2% | +12.4% | -39.6% | -34.2% |
| 1Y | -63.0% | +17.5% | -80.4% | -67.9% |
| 3Y | -59.8% | +98.1% | -157.8% | -77.3% |
| 5Y | -55.8% | +84.9% | -140.7% | -74.2% |
| 10Y | -2.4% | +417.7% | -420.1% | -73.9% |
| All | +406.2% | +553.6% | -147.4% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling