-60.0%
FISV vs STZ
-49.9%
-10.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -6.4% | -6.0% | -0.4% | -5.1% |
| 30D | -6.8% | -8.9% | +2.0% | -4.9% |
| 3M | -10.0% | -12.6% | +2.6% | -7.5% |
| 6M | -20.6% | -17.2% | -3.4% | -17.9% |
| YTD | -27.6% | -10.0% | -17.5% | -27.3% |
| 1Y | -64.3% | -14.3% | -50.0% | -63.8% |
| All | -60.0% | -49.9% | -10.1% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling