+941.8%
FISV vs SRE
+1,553.2%
-611.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.8% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -3.0% | +1.9% | -4.9% | -4.0% |
| 3M | -3.5% | -3.3% | -0.2% | -2.6% |
| 6M | -19.4% | -6.4% | -13.0% | -17.9% |
| YTD | -24.3% | -1.8% | -22.5% | -24.7% |
| 1Y | -62.4% | +10.7% | -73.1% | -64.5% |
| 3Y | -58.2% | +31.8% | -90.0% | -64.5% |
| 5Y | -56.5% | +49.2% | -105.7% | -65.5% |
| 10Y | -0.5% | +118.5% | -119.1% | -35.2% |
| All | +941.8% | +1,553.2% | -611.4% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling