-55.8%
FISV vs STZ
-37.5%
-18.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -7.2% | -4.1% | -3.1% | -6.0% |
| 30D | -7.2% | -7.6% | +0.4% | -5.0% |
| 3M | -8.2% | -12.3% | +4.1% | -4.7% |
| 6M | -17.7% | -16.3% | -1.4% | -13.9% |
| YTD | -27.2% | -8.4% | -18.8% | -26.9% |
| 1Y | -63.0% | -10.8% | -52.1% | -62.4% |
| 3Y | -59.8% | -49.0% | -10.8% | -51.4% |
| 5Y | -55.8% | -36.5% | -19.3% | -54.3% |
| All | -55.8% | -37.5% | -18.3% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling