+27.4%
FISV vs STZ
+13.4%
+14.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +1.4% | +2.6% | -1.1% | +0.4% |
| 30D | +38.4% | +15.2% | +23.2% | +31.0% |
| 3M | +14.9% | +7.6% | +7.3% | +11.4% |
| 6M | +21.8% | +5.3% | +16.5% | +18.7% |
| YTD | -5.0% | +8.6% | -13.7% | -10.2% |
| 1Y | -1.2% | +15.6% | -16.7% | -9.1% |
| 3Y | -47.5% | -35.2% | -12.4% | -40.0% |
| 5Y | -36.7% | -29.1% | -7.7% | -31.4% |
| All | +27.4% | +13.4% | +14.0% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling