-58.2%
FISV vs STRL
+531.3%
-589.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.3% | -3.9% |
| 7D | -1.6% | +10.1% | -11.7% | -1.2% |
| 30D | -3.0% | -8.2% | +5.2% | -3.2% |
| 3M | -3.5% | -43.7% | +40.2% | -4.8% |
| 6M | -19.4% | +27.1% | -46.5% | -20.7% |
| YTD | -24.3% | +64.0% | -88.3% | -26.6% |
| 1Y | -62.4% | +75.2% | -137.5% | -64.4% |
| 3Y | -58.2% | +539.9% | -598.1% | -67.3% |
| All | -58.2% | +531.3% | -589.5% | -67.3% |
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