-0.7%
FISV vs SE
+363.8%
-364.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.6% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +38.4% | -20.9% | +59.4% | +42.7% |
| 3M | +14.9% | -38.9% | +53.8% | +22.6% |
| 6M | +21.8% | -19.4% | +41.2% | +24.4% |
| YTD | -5.0% | -40.9% | +35.9% | +0.6% |
| 1Y | -1.2% | -46.2% | +45.0% | +5.9% |
| 3Y | -47.5% | +63.7% | -111.3% | -53.0% |
| 5Y | -36.7% | -77.9% | +41.2% | -29.9% |
| All | -0.7% | +363.8% | -364.4% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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