+39.4%
CSCO vs SE
-49.0%
+88.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +5.0% |
| 7D | -2.9% | +3.3% | -6.2% | -3.0% |
| 30D | -16.7% | -18.2% | +1.5% | -16.2% |
| 3M | -18.4% | -31.3% | +12.8% | -17.6% |
| 6M | +2.9% | -10.1% | +13.0% | +2.7% |
| YTD | +30.4% | -38.9% | +69.3% | +35.7% |
| All | +39.4% | -49.0% | +88.4% | +49.6% |
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