-63.0%
FISV vs STZ
-12.7%
-50.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -7.2% | -4.1% | -3.1% | -6.2% |
| 30D | -7.2% | -7.6% | +0.4% | -5.3% |
| 3M | -8.2% | -12.3% | +4.1% | -5.6% |
| 6M | -17.7% | -16.3% | -1.4% | -15.3% |
| YTD | -27.2% | -8.4% | -18.8% | -32.3% |
| 1Y | -63.0% | -10.8% | -52.1% | -66.1% |
| All | -63.0% | -12.7% | -50.3% | -66.1% |
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