+65.9%
CSCO vs SE
-42.8%
+108.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | 0.0% | -3.6% | +3.6% | +0.1% |
| 30D | -10.7% | -5.3% | -5.4% | -10.5% |
| 3M | -8.7% | +28.1% | -36.8% | -9.8% |
| 6M | +44.9% | +20.7% | +24.3% | +43.2% |
| YTD | +44.1% | -14.8% | +58.9% | +47.9% |
| 1Y | +65.9% | -43.6% | +109.4% | +76.1% |
| All | +65.9% | -42.8% | +108.6% | +76.1% |
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