+4,499.6%
FISV vs STZ
+9,621.1%
-5,121.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | -2.1% | -1.9% | -0.2% | -1.6% |
| 3M | -5.7% | -6.2% | +0.5% | -4.4% |
| 6M | -15.3% | -14.0% | -1.3% | -12.6% |
| YTD | -21.1% | -5.1% | -16.0% | -20.9% |
| 1Y | -61.1% | -9.6% | -51.5% | -60.4% |
| 3Y | -56.8% | -47.2% | -9.6% | -50.6% |
| 5Y | -54.2% | -33.6% | -20.6% | -50.5% |
| 10Y | +1.6% | -9.8% | +11.4% | +0.1% |
| All | +4,499.6% | +9,621.1% | -5,121.5% | +1,875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling