+233.5%
SPOT vs FISV
-57.6%
+291.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | +7.4% | 0.0% | +7.3% | +7.3% |
| 3M | +8.2% | -2.8% | +11.0% | +8.3% |
| 6M | +2.2% | -11.8% | +14.0% | +4.0% |
| YTD | -9.5% | -23.2% | +13.7% | -6.2% |
| 1Y | -23.8% | -62.0% | +38.2% | -15.0% |
| 3Y | +233.5% | -57.6% | +291.1% | +157.4% |
| All | +233.5% | -57.6% | +291.1% | +157.4% |
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