+251.0%
SPOT vs FISV
-31.1%
+282.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.3% | +0.4% |
| 7D | -6.5% | -6.4% | -0.1% | -4.5% |
| 30D | +2.2% | -6.8% | +9.0% | +4.4% |
| 3M | +5.4% | -10.0% | +15.4% | +8.3% |
| 6M | -4.0% | -20.6% | +16.6% | +2.5% |
| YTD | -9.9% | -27.6% | +17.6% | -1.0% |
| 1Y | -27.3% | -64.3% | +37.1% | -4.8% |
| 3Y | +236.4% | -60.0% | +296.4% | +292.5% |
| 5Y | +112.6% | -57.7% | +170.3% | +136.1% |
| All | +251.0% | -31.1% | +282.1% | +191.7% |
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