+11,131.7%
FISV vs STT
+7,372.9%
+3,758.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | -2.1% | +3.9% | -5.9% | -3.3% |
| 3M | -5.7% | +20.0% | -25.7% | -11.3% |
| 6M | -15.3% | +55.3% | -70.6% | -26.7% |
| YTD | -21.1% | +53.3% | -74.4% | -31.4% |
| 1Y | -61.1% | +74.7% | -135.8% | -67.4% |
| 3Y | -56.8% | +205.8% | -262.7% | -70.0% |
| 5Y | -54.2% | +145.0% | -199.2% | -66.7% |
| 10Y | +1.6% | +266.0% | -264.4% | -37.9% |
| All | +11,131.7% | +7,372.9% | +3,758.8% | +2,567.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling