+308.5%
CSCO vs SRE
+127.7%
+180.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -7.0% | -6.5% |
| 7D | +1.9% | +1.8% | +0.2% | +1.3% |
| 30D | -15.8% | -3.0% | -12.9% | -15.0% |
| 3M | -15.4% | -7.3% | -8.1% | -13.3% |
| 6M | -5.4% | -11.9% | +6.5% | -1.6% |
| YTD | +26.5% | -7.9% | +34.3% | +28.9% |
| 1Y | +25.9% | -11.1% | +37.0% | +30.0% |
| 3Y | +97.5% | +24.8% | +72.7% | +73.3% |
| 5Y | +93.0% | +52.4% | +40.6% | +54.5% |
| All | +308.5% | +127.7% | +180.8% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling