+1,945.0%
STM vs FISV
+4,121.3%
-2,176.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.9% | +8.4% | -16.3% | -11.9% |
| 30D | -14.1% | +38.8% | -52.9% | -28.2% |
| 3M | -17.6% | +21.3% | -38.9% | -26.9% |
| 6M | -24.2% | +14.1% | -38.4% | -33.2% |
| YTD | +73.3% | -5.7% | +79.0% | +66.2% |
| 1Y | +90.1% | -0.8% | +90.8% | +77.6% |
| 3Y | +10.3% | -47.9% | +58.2% | +25.0% |
| 5Y | -5.7% | -36.8% | +31.1% | -4.6% |
| 10Y | +444.1% | +26.9% | +417.2% | +276.5% |
| All | +1,945.0% | +4,121.3% | -2,176.4% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling