-3.3%
FISV vs STLA
+51.6%
-54.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -7.2% | -3.8% | -3.4% | -6.3% |
| 30D | -7.2% | -3.1% | -4.1% | -6.6% |
| 3M | -8.2% | -19.6% | +11.5% | -3.9% |
| 6M | -17.7% | -23.5% | +5.8% | -13.6% |
| YTD | -27.2% | -51.5% | +24.4% | -15.9% |
| 1Y | -63.0% | -39.7% | -23.3% | -59.6% |
| 3Y | -59.8% | -66.3% | +6.6% | -51.4% |
| 5Y | -55.8% | -63.1% | +7.4% | -49.5% |
| All | -3.3% | +51.6% | -54.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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