+254.5%
CSCO vs SE
+366.0%
-111.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -10.2% | +2.0% | -12.2% | -10.4% |
| 30D | -20.1% | -20.0% | -0.1% | -18.2% |
| 3M | -22.1% | -31.8% | +9.7% | -19.0% |
| 6M | +3.2% | -15.9% | +19.1% | +4.3% |
| YTD | +24.1% | -40.6% | +64.7% | +29.8% |
| 1Y | +34.6% | -50.7% | +85.2% | +43.5% |
| 3Y | +90.0% | +70.3% | +19.7% | +73.1% |
| 5Y | +88.6% | -78.8% | +167.4% | +108.2% |
| All | +254.5% | +366.0% | -111.6% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling