-61.1%
FISV vs STRL
+76.3%
-137.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +1.4% |
| 7D | -0.3% | +3.4% | -3.7% | +0.2% |
| 30D | -2.1% | -9.2% | +7.2% | -3.3% |
| 3M | -5.7% | -51.0% | +45.3% | -13.6% |
| 6M | -15.3% | +15.8% | -31.1% | -10.8% |
| YTD | -21.1% | +58.9% | -80.0% | -11.5% |
| 1Y | -61.1% | +68.5% | -129.6% | -56.5% |
| All | -61.1% | +76.3% | -137.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling