-3.7%
FISV vs SRE
-7.5%
+3.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +5.7% |
| 7D | +29.6% | -2.1% | +31.7% | +29.1% |
| 30D | +34.5% | +6.1% | +28.4% | +35.7% |
| 3M | +11.2% | -3.5% | +14.8% | +10.6% |
| 6M | -1.2% | -10.8% | +9.6% | -2.6% |
| YTD | -7.6% | -4.0% | -3.6% | -8.7% |
| 1Y | -3.7% | -7.7% | +3.9% | -4.7% |
| All | -3.7% | -7.5% | +3.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling