+318.0%
SPYM vs FISV
+3.1%
+314.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.1% |
| 30D | -1.1% | 0.0% | -1.1% | -1.3% |
| 3M | +3.9% | -2.8% | +6.7% | +3.7% |
| 6M | +13.6% | -11.8% | +25.5% | +16.3% |
| YTD | +12.7% | -23.2% | +35.9% | +20.0% |
| 1Y | +17.6% | -62.0% | +79.6% | +49.8% |
| 3Y | +77.2% | -57.6% | +134.8% | +99.5% |
| 5Y | +84.1% | -53.4% | +137.5% | +92.6% |
| All | +318.0% | +3.1% | +314.9% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling