+664.5%
STM vs FISV
-4.3%
+668.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +1.1% |
| 7D | +1.7% | -6.4% | +8.1% | +4.5% |
| 30D | -5.2% | -6.8% | +1.7% | -2.6% |
| 3M | -29.6% | -10.0% | -19.7% | -28.1% |
| 6M | +54.4% | -20.6% | +75.0% | +64.5% |
| YTD | +99.5% | -27.6% | +127.1% | +121.1% |
| 1Y | +100.8% | -64.3% | +165.1% | +193.6% |
| 3Y | +20.2% | -60.0% | +80.2% | +46.9% |
| 5Y | +21.1% | -57.7% | +78.8% | +38.4% |
| 10Y | +664.5% | -3.0% | +667.5% | +504.9% |
| All | +664.5% | -4.3% | +668.8% | +504.9% |
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