+465.1%
STM vs FISV
+26.5%
+438.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.9% |
| 7D | +12.0% | +1.4% | +10.6% | +11.3% |
| 30D | -0.4% | +38.4% | -38.8% | -13.9% |
| 3M | -13.2% | +14.9% | -28.1% | -19.2% |
| 6M | -26.1% | +21.8% | -47.9% | -35.0% |
| YTD | +81.2% | -5.0% | +86.2% | +76.9% |
| 1Y | +98.3% | -1.2% | +99.5% | +89.9% |
| 3Y | +16.7% | -47.5% | +64.3% | +25.7% |
| 5Y | -4.8% | -36.7% | +31.9% | -12.2% |
| All | +465.1% | +26.5% | +438.5% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling