+282.9%
SPGI vs FISV
+3.1%
+279.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -2.1% |
| 7D | -7.4% | -2.7% | -4.7% | -6.5% |
| 30D | +0.4% | 0.0% | +0.3% | +0.1% |
| 3M | +5.3% | -2.8% | +8.1% | +5.6% |
| 6M | +1.7% | -11.8% | +13.5% | +5.7% |
| YTD | -16.4% | -23.2% | +6.9% | -8.3% |
| 1Y | -20.5% | -62.0% | +41.5% | +9.2% |
| 3Y | +14.2% | -57.6% | +71.8% | +34.6% |
| 5Y | +0.6% | -53.4% | +54.0% | +8.7% |
| All | +282.9% | +3.1% | +279.7% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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