-59.8%
FISV vs SRE
+29.3%
-89.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -7.2% | -0.7% | -6.5% | -7.1% |
| 30D | -7.2% | -1.7% | -5.5% | -7.0% |
| 3M | -8.2% | -7.1% | -1.1% | -7.0% |
| 6M | -17.7% | -8.4% | -9.3% | -16.6% |
| YTD | -27.2% | -3.5% | -23.6% | -27.3% |
| 1Y | -63.0% | +5.4% | -68.4% | -63.9% |
| All | -59.8% | +29.3% | -89.1% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling