+310.8%
CSCO vs SE
+589.8%
-278.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | -6.1% | +5.4% | 0.0% |
| 30D | -10.1% | -2.5% | -7.7% | -10.1% |
| 3M | -15.7% | +21.7% | -37.4% | -17.8% |
| 6M | +36.3% | +27.0% | +9.3% | +31.6% |
| YTD | +43.8% | -12.1% | +56.0% | +44.4% |
| 1Y | +63.9% | -40.9% | +104.9% | +71.7% |
| 3Y | +104.4% | +191.0% | -86.6% | +75.4% |
| 5Y | +111.4% | -68.3% | +179.6% | +123.1% |
| All | +310.8% | +589.8% | -278.9% | +156.8% |
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