-3.7%
FISV vs STZ
+14.7%
-18.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +5.2% |
| 7D | +29.6% | +13.0% | +16.7% | +26.7% |
| 30D | +34.5% | +29.4% | +5.1% | +29.5% |
| 3M | +11.2% | +11.6% | -0.3% | +9.1% |
| 6M | -1.2% | -0.2% | -1.0% | -3.3% |
| YTD | -7.6% | +8.6% | -16.2% | -12.1% |
| 1Y | -3.7% | +15.9% | -19.7% | -11.9% |
| All | -3.7% | +14.7% | -18.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling