+463.1%
STM vs FISV
+28.5%
+434.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +1.4% | +3.0% | -1.5% | +0.2% |
| 30D | -8.4% | +38.8% | -47.1% | -20.8% |
| 3M | -15.8% | +21.2% | -37.0% | -23.5% |
| 6M | -22.8% | +17.5% | -40.3% | -31.1% |
| YTD | +79.4% | -4.9% | +84.2% | +75.2% |
| 1Y | +97.0% | -0.6% | +97.5% | +88.2% |
| 3Y | +14.2% | -47.4% | +61.6% | +23.0% |
| 5Y | -4.5% | -36.0% | +31.6% | -12.4% |
| 10Y | +463.1% | +27.1% | +436.0% | +303.5% |
| All | +463.1% | +28.5% | +434.6% | +303.5% |
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