+2.0%
FISV vs STT
+271.9%
-269.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.0% |
| 7D | -2.7% | -0.4% | -2.2% | -2.5% |
| 30D | 0.0% | +1.7% | -1.7% | -0.7% |
| 3M | -2.8% | +17.9% | -20.7% | -9.3% |
| 6M | -11.8% | +55.3% | -67.1% | -26.5% |
| YTD | -23.2% | +52.7% | -75.9% | -35.6% |
| 1Y | -62.0% | +75.7% | -137.6% | -69.7% |
| 3Y | -57.6% | +197.9% | -255.5% | -72.9% |
| 5Y | -53.4% | +158.8% | -212.2% | -69.7% |
| All | +2.0% | +271.9% | -269.9% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling