+2,285.7%
STM vs FISV
+3,433.3%
-1,147.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +5.8% | -0.3% | +6.1% | +6.0% |
| 30D | -1.0% | -2.1% | +1.0% | -0.5% |
| 3M | -33.3% | -5.7% | -27.5% | -33.1% |
| 6M | +57.4% | -15.3% | +72.7% | +63.2% |
| YTD | +102.2% | -21.1% | +123.3% | +116.2% |
| 1Y | +99.6% | -61.1% | +160.7% | +181.7% |
| 3Y | +14.5% | -56.8% | +71.4% | +45.4% |
| 5Y | +21.4% | -54.2% | +75.6% | +47.0% |
| 10Y | +695.0% | +1.6% | +693.4% | +527.2% |
| All | +2,285.7% | +3,433.3% | -1,147.6% | +396.2% |
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