+7,157.9%
FISV vs STRL
+11,482.4%
-4,324.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +8.4% | -19.8% | +28.2% | +9.1% |
| 30D | +38.8% | -43.6% | +82.3% | +41.3% |
| 3M | +21.3% | -45.2% | +66.5% | +23.4% |
| 6M | +14.1% | -65.7% | +79.9% | +17.6% |
| YTD | -5.7% | -5.4% | -0.3% | -7.8% |
| 1Y | -0.8% | -24.7% | +23.9% | -2.1% |
| 3Y | -47.9% | +335.0% | -382.9% | -53.1% |
| 5Y | -36.8% | +915.3% | -952.1% | -45.4% |
| 10Y | +26.9% | +3,877.5% | -3,850.6% | +2.8% |
| All | +7,157.9% | +11,482.4% | -4,324.5% | +5,301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling