+272.6%
CSCO vs SE
+379.8%
-107.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.8% |
| 7D | -2.9% | +3.3% | -6.2% | -3.2% |
| 30D | -16.7% | -18.2% | +1.5% | -14.9% |
| 3M | -18.4% | -31.3% | +12.8% | -15.3% |
| 6M | +2.9% | -10.1% | +13.0% | +3.3% |
| YTD | +30.4% | -38.9% | +69.3% | +36.0% |
| 1Y | +41.4% | -48.0% | +89.4% | +49.9% |
| 3Y | +104.7% | +78.8% | +25.9% | +85.4% |
| 5Y | +96.9% | -77.1% | +174.1% | +115.3% |
| All | +272.6% | +379.8% | -107.2% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling