+285.3%
CSCO vs SE
+358.6%
-73.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +6.6% | -1.5% | +8.0% | +6.7% |
| 30D | -11.3% | -22.3% | +11.0% | -9.0% |
| 3M | -17.3% | -41.8% | +24.5% | -12.5% |
| 6M | +3.5% | -22.4% | +25.9% | +5.7% |
| YTD | +34.9% | -41.6% | +76.5% | +41.3% |
| 1Y | +40.5% | -48.0% | +88.5% | +49.0% |
| 3Y | +109.3% | +63.9% | +45.4% | +91.4% |
| 5Y | +105.9% | -78.2% | +184.0% | +126.2% |
| All | +285.3% | +358.6% | -73.3% | +151.4% |
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