+83.3%
SPYM vs FISV
-53.5%
+136.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -0.4% |
| 7D | -1.0% | -2.7% | +1.6% | -0.6% |
| 30D | -1.3% | 0.0% | -1.4% | -1.5% |
| 3M | +3.6% | -2.8% | +6.4% | +3.6% |
| 6M | +13.3% | -11.8% | +25.1% | +15.0% |
| YTD | +12.4% | -23.2% | +35.6% | +16.9% |
| 1Y | +17.3% | -62.0% | +79.3% | +36.9% |
| 3Y | +76.8% | -57.6% | +134.4% | +81.5% |
| All | +83.3% | -53.5% | +136.7% | +71.3% |
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