+98.8%
STM vs FISV
-64.0%
+162.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -1.1% | -7.2% | +6.2% | -1.2% |
| 30D | -7.8% | -7.2% | -0.6% | -7.9% |
| 3M | -28.2% | -8.2% | -20.0% | -28.0% |
| 6M | +52.0% | -17.7% | +69.7% | +53.1% |
| YTD | +96.4% | -27.2% | +123.5% | +100.2% |
| 1Y | +98.8% | -63.0% | +161.8% | +106.5% |
| All | +98.8% | -64.0% | +162.8% | +106.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling