+363.5%
FISV vs STLA
+263.8%
+99.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -0.3% | +2.6% | -2.9% | -0.8% |
| 30D | -2.1% | -1.2% | -0.8% | -1.9% |
| 3M | -5.7% | -24.8% | +19.0% | -1.5% |
| 6M | -15.3% | -25.6% | +10.2% | -11.8% |
| YTD | -21.1% | -48.9% | +27.8% | -13.2% |
| 1Y | -61.1% | -38.8% | -22.3% | -58.6% |
| 3Y | -56.8% | -64.5% | +7.7% | -50.9% |
| 5Y | -54.2% | -62.4% | +8.3% | -49.4% |
| 10Y | +1.6% | +55.4% | -53.8% | -9.4% |
| All | +363.5% | +263.8% | +99.7% | +297.7% |
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