+3,094.0%
SPY vs FISV
+3,447.9%
-353.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.1% | -2.1% | +2.1% | +0.5% |
| 3M | +2.0% | -5.7% | +7.7% | +2.9% |
| 6M | +13.0% | -15.3% | +28.3% | +17.0% |
| YTD | +13.5% | -21.1% | +34.6% | +19.6% |
| 1Y | +20.0% | -61.1% | +81.0% | +48.4% |
| 3Y | +77.2% | -56.8% | +134.0% | +105.8% |
| 5Y | +81.9% | -54.2% | +136.1% | +104.6% |
| 10Y | +314.1% | +1.6% | +312.5% | +260.4% |
| All | +3,094.0% | +3,447.9% | -353.9% | +1,181.7% |
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