+14,791.5%
SPGI vs FISV
+13,260.8%
+1,530.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | 0.0% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +15.9% | +38.4% | -22.5% | +5.1% |
| 3M | +12.3% | +14.9% | -2.6% | +7.2% |
| 6M | +23.7% | +21.8% | +1.9% | +15.6% |
| YTD | -3.5% | -5.0% | +1.5% | -3.5% |
| 1Y | +0.4% | -1.2% | +1.6% | -0.8% |
| 3Y | +29.9% | -47.5% | +77.4% | +43.2% |
| 5Y | +15.2% | -36.7% | +51.9% | +19.5% |
| 10Y | +337.2% | +26.9% | +310.3% | +278.5% |
| All | +14,791.5% | +13,260.8% | +1,530.6% | +7,138.4% |
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 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