-17.5%
FISV vs SE
+589.8%
-607.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.3% | -6.1% | +5.8% | +0.5% |
| 30D | -2.1% | -2.5% | +0.4% | -2.0% |
| 3M | -5.7% | +21.7% | -27.5% | -8.7% |
| 6M | -15.3% | +27.0% | -42.3% | -18.7% |
| YTD | -21.1% | -12.1% | -9.0% | -20.6% |
| 1Y | -61.1% | -40.9% | -20.2% | -58.7% |
| 3Y | -56.8% | +191.0% | -247.8% | -64.3% |
| 5Y | -54.2% | -68.3% | +14.1% | -51.6% |
| All | -17.5% | +589.8% | -607.3% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling