+1,376.8%
STX vs FISV
-60.0%
+1,436.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -3.0% |
| 7D | +9.6% | -6.4% | +16.0% | +8.0% |
| 30D | +10.6% | -6.8% | +17.4% | +9.0% |
| 3M | +4.8% | -10.0% | +14.7% | +3.9% |
| 6M | +137.3% | -20.6% | +157.9% | +131.1% |
| YTD | +222.5% | -27.6% | +250.1% | +210.7% |
| 1Y | +366.2% | -64.3% | +430.6% | +327.3% |
| All | +1,376.8% | -60.0% | +1,436.9% | +991.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling