+823.3%
SPYM vs FISV
+353.5%
+469.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | +0.9% |
| 7D | +0.6% | -1.6% | +2.1% | +1.1% |
| 30D | -0.9% | -3.0% | +2.0% | -0.1% |
| 3M | +3.9% | -3.5% | +7.4% | +4.0% |
| 6M | +14.5% | -19.4% | +33.9% | +21.7% |
| YTD | +13.0% | -24.3% | +37.3% | +22.2% |
| 1Y | +19.4% | -62.4% | +81.8% | +58.3% |
| 3Y | +78.9% | -58.2% | +137.0% | +112.8% |
| 5Y | +82.3% | -56.5% | +138.9% | +108.0% |
| 10Y | +314.7% | -0.5% | +315.3% | +207.6% |
| All | +823.3% | +353.5% | +469.8% | +224.4% |
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