-1.2%
FISV vs STZ
+15.6%
-16.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | +2.6% | -1.1% | +0.9% |
| 30D | +38.4% | +15.2% | +23.2% | +35.2% |
| 3M | +14.9% | +7.6% | +7.3% | +12.9% |
| 6M | +21.8% | +5.3% | +16.5% | +19.4% |
| YTD | -5.0% | +8.6% | -13.7% | -9.2% |
| 1Y | -1.2% | +15.6% | -16.7% | -6.9% |
| All | -1.2% | +15.6% | -16.7% | -6.9% |
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