+19.0%
SPGI vs FISV
-58.7%
+77.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.4% |
| 7D | -2.5% | -1.6% | -0.9% | -2.2% |
| 30D | +5.4% | -3.0% | +8.4% | +6.0% |
| 3M | +9.0% | -3.5% | +12.6% | +9.4% |
| 6M | +0.8% | -19.4% | +20.2% | +4.2% |
| YTD | -12.6% | -24.3% | +11.7% | -8.7% |
| 1Y | -16.1% | -62.4% | +46.3% | -4.2% |
| 3Y | +19.0% | -58.2% | +77.2% | +18.4% |
| All | +19.0% | -58.7% | +77.7% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling