+310.7%
CSCO vs SE
+597.4%
-286.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -10.1% | -0.1% | -10.0% | -10.3% |
| 3M | -11.7% | +34.1% | -45.9% | -14.9% |
| 6M | +40.1% | +23.2% | +16.9% | +35.8% |
| YTD | +43.8% | -11.2% | +55.0% | +44.2% |
| 1Y | +66.6% | -40.5% | +107.1% | +74.4% |
| 3Y | +108.5% | +196.3% | -87.8% | +78.6% |
| 5Y | +114.0% | -67.0% | +181.0% | +124.8% |
| All | +310.7% | +597.4% | -286.7% | +156.5% |
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