+88.1%
CSCO vs SE
-78.9%
+167.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.2% | +2.0% | -12.2% | -10.3% |
| 30D | -20.1% | -20.0% | -0.1% | -18.5% |
| 3M | -22.4% | -31.8% | +9.4% | -20.0% |
| 6M | +2.8% | -15.9% | +18.7% | +3.7% |
| YTD | +23.6% | -40.6% | +64.2% | +28.3% |
| 1Y | +34.0% | -50.7% | +84.7% | +41.4% |
| 3Y | +89.3% | +70.3% | +19.0% | +77.5% |
| All | +88.1% | -78.9% | +167.0% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling