-37.4%
FISV vs STT
+104.1%
-141.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.8% |
| 7D | +1.4% | +4.8% | -3.3% | -0.4% |
| 30D | +38.4% | +3.9% | +34.5% | +36.2% |
| 3M | +14.9% | -8.2% | +23.1% | +18.6% |
| 6M | +21.8% | +15.6% | +6.2% | +14.1% |
| YTD | -5.0% | +37.6% | -42.7% | -17.5% |
| 1Y | -1.2% | +50.1% | -51.3% | -17.2% |
| 3Y | -47.5% | +183.1% | -230.6% | -65.9% |
| All | -37.4% | +104.1% | -141.5% | -57.9% |
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