-36.0%
FISV vs STRL
+975.2%
-1,011.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.9% |
| 7D | +3.0% | +7.1% | -4.1% | +3.0% |
| 30D | +38.8% | -39.4% | +78.1% | +39.0% |
| 3M | +21.2% | -43.0% | +64.2% | +21.4% |
| 6M | +17.5% | -65.0% | +82.5% | +18.5% |
| YTD | -4.9% | -0.8% | -4.1% | -11.8% |
| 1Y | -0.6% | -20.3% | +19.7% | -6.0% |
| 3Y | -47.4% | +356.5% | -403.9% | -65.3% |
| 5Y | -36.0% | +952.8% | -988.9% | -68.8% |
| All | -36.0% | +975.2% | -1,011.2% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling