+13,845.6%
SPGI vs FISV
+11,002.6%
+2,843.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +8.4% | -2.1% | +10.5% | +8.9% |
| 3M | +11.8% | -5.7% | +17.6% | +13.2% |
| 6M | +5.7% | -15.3% | +21.0% | +10.1% |
| YTD | -9.7% | -21.1% | +11.4% | -4.2% |
| 1Y | -12.5% | -61.1% | +48.6% | +8.7% |
| 3Y | +21.8% | -56.8% | +78.7% | +42.9% |
| 5Y | +8.2% | -54.2% | +62.4% | +23.5% |
| 10Y | +309.5% | +1.6% | +307.9% | +279.5% |
| All | +13,845.6% | +11,002.6% | +2,843.0% | +7,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling