+437.8%
FISV vs STLA
+152.6%
+285.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.1% | +2.3% | -2.7% |
| 7D | -2.0% | -13.1% | +11.1% | +0.3% |
| 30D | +31.8% | -13.3% | +45.1% | +34.5% |
| 3M | +19.3% | -27.9% | +47.1% | +25.4% |
| 6M | +12.1% | -47.8% | +59.9% | +23.8% |
| YTD | -8.4% | -64.6% | +56.1% | +6.7% |
| 1Y | -4.5% | -64.0% | +59.5% | +10.9% |
| 3Y | -49.4% | -76.8% | +27.5% | -38.3% |
| 5Y | -39.0% | -74.2% | +35.2% | -28.5% |
| 10Y | +22.3% | -5.4% | +27.7% | +17.1% |
| All | +437.8% | +152.6% | +285.3% | +388.6% |
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