-53.1%
FISV vs SRE
+45.6%
-98.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -2.7% | -0.8% | -1.8% | -2.5% |
| 30D | 0.0% | -3.0% | +3.0% | +0.7% |
| 3M | -2.8% | -8.3% | +5.5% | -0.6% |
| 6M | -11.8% | -8.9% | -2.9% | -9.9% |
| YTD | -23.2% | -4.3% | -18.9% | -23.1% |
| 1Y | -62.0% | +2.7% | -64.7% | -62.9% |
| 3Y | -57.6% | +28.7% | -86.3% | -63.6% |
| All | -53.1% | +45.6% | -98.7% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling