-3.3%
FISV vs STRL
+6,846.4%
-6,849.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | -7.2% | +5.4% | -12.6% | -7.6% |
| 30D | -7.2% | -9.0% | +1.8% | -6.6% |
| 3M | -8.2% | -37.1% | +28.9% | -5.7% |
| 6M | -17.7% | +17.8% | -35.5% | -23.3% |
| YTD | -27.2% | +58.3% | -85.5% | -35.2% |
| 1Y | -63.0% | +61.0% | -124.0% | -67.8% |
| 3Y | -59.8% | +517.8% | -577.6% | -73.6% |
| 5Y | -55.8% | +2,119.0% | -2,174.8% | -77.6% |
| All | -3.3% | +6,846.4% | -6,849.7% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling