+457.8%
FISV vs STLA
+150.0%
+307.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | +1.4% | -13.8% | +15.2% | +3.9% |
| 30D | +38.4% | -10.5% | +49.0% | +40.6% |
| 3M | +14.9% | -28.9% | +43.8% | +21.1% |
| 6M | +21.8% | -49.7% | +71.5% | +35.4% |
| YTD | -5.0% | -64.9% | +59.9% | +10.8% |
| 1Y | -1.2% | -64.0% | +62.9% | +14.7% |
| 3Y | -47.5% | -77.4% | +29.9% | -35.8% |
| 5Y | -36.7% | -74.4% | +37.7% | -25.7% |
| 10Y | +26.9% | -6.4% | +33.2% | +21.6% |
| All | +457.8% | +150.0% | +307.8% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling