-47.5%
FISV vs STRL
+341.0%
-388.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +3.6% |
| 7D | +1.4% | +15.7% | -14.2% | +2.2% |
| 30D | +38.4% | -35.5% | +73.9% | +35.9% |
| 3M | +14.9% | -47.1% | +62.1% | +11.9% |
| 6M | +21.8% | -65.8% | +87.6% | +17.5% |
| YTD | -5.0% | -4.5% | -0.5% | -9.5% |
| 1Y | -1.2% | -10.5% | +9.3% | -5.7% |
| 3Y | -47.5% | +340.6% | -388.1% | -58.9% |
| All | -47.5% | +341.0% | -388.5% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling