+63.9%
CSCO vs SE
-38.5%
+102.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | -6.1% | +5.4% | -0.4% |
| 30D | -10.1% | -2.5% | -7.7% | -10.0% |
| 3M | -15.7% | +21.7% | -37.4% | -16.3% |
| 6M | +36.3% | +27.0% | +9.3% | +34.3% |
| YTD | +43.8% | -12.1% | +56.0% | +47.3% |
| 1Y | +63.9% | -40.9% | +104.9% | +72.7% |
| All | +63.9% | -38.5% | +102.4% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling