-57.7%
FISV vs STT
+158.4%
-216.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.3% |
| 7D | -6.4% | +1.0% | -7.4% | -6.7% |
| 30D | -6.8% | +2.8% | -9.6% | -7.9% |
| 3M | -10.0% | +18.1% | -28.1% | -16.2% |
| 6M | -20.6% | +59.2% | -79.8% | -34.8% |
| YTD | -27.6% | +51.5% | -79.0% | -39.4% |
| 1Y | -64.3% | +75.7% | -140.0% | -71.8% |
| 3Y | -60.0% | +200.8% | -260.8% | -74.6% |
| 5Y | -57.7% | +155.8% | -213.5% | -73.6% |
| All | -57.7% | +158.4% | -216.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling