+72.6%
SPY vs FISV
-36.7%
+109.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -2.0% | +38.4% | -40.4% | -7.5% |
| 3M | -2.8% | +14.9% | -17.7% | -5.4% |
| 6M | +2.1% | +21.8% | -19.6% | -2.2% |
| YTD | +11.5% | -5.0% | +16.5% | +11.6% |
| 1Y | +13.5% | -1.2% | +14.6% | +12.6% |
| 3Y | +77.7% | -47.5% | +125.2% | +73.4% |
| All | +72.6% | -36.7% | +109.3% | +49.0% |
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