+2.2%
SPGI vs FISV
-58.4%
+60.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.8% | -1.4% |
| 7D | -3.1% | -6.4% | +3.3% | -1.3% |
| 30D | +2.0% | -6.8% | +8.9% | +3.9% |
| 3M | +4.3% | -10.0% | +14.3% | +6.8% |
| 6M | -0.2% | -20.6% | +20.4% | +5.2% |
| YTD | -14.8% | -27.6% | +12.8% | -8.2% |
| 1Y | -18.5% | -64.3% | +45.8% | +1.5% |
| 3Y | +16.0% | -60.0% | +75.9% | +25.4% |
| 5Y | +2.2% | -57.7% | +59.9% | +0.8% |
| All | +2.2% | -58.4% | +60.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling