+359.9%
CSCO vs SRE
+124.1%
+235.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -10.8% | -1.7% | -9.1% | -10.4% |
| 3M | -9.2% | -7.1% | -2.2% | -7.2% |
| 6M | +39.5% | -8.4% | +47.9% | +43.0% |
| YTD | +41.5% | -3.5% | +45.0% | +42.0% |
| 1Y | +61.0% | +5.4% | +55.6% | +55.9% |
| 3Y | +105.2% | +29.5% | +75.7% | +78.2% |
| 5Y | +113.4% | +48.3% | +65.1% | +73.9% |
| All | +359.9% | +124.1% | +235.8% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling