-53.1%
FISV vs STRL
+2,151.3%
-2,204.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.4% | 0.0% | +5.3% |
| 7D | -2.7% | +5.0% | -7.7% | -2.7% |
| 30D | 0.0% | -6.9% | +6.9% | +0.1% |
| 3M | -2.8% | -39.1% | +36.3% | -1.9% |
| 6M | -11.8% | +21.5% | -33.3% | -15.8% |
| YTD | -23.2% | +66.9% | -90.1% | -29.3% |
| 1Y | -62.0% | +61.6% | -123.6% | -65.6% |
| 3Y | -57.6% | +560.0% | -617.6% | -71.9% |
| All | -53.1% | +2,151.3% | -2,204.4% | -79.9% |
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 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