+108.5%
CSCO vs SRE
+33.0%
+75.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.5% | +1.4% | -2.0% | -0.8% |
| 30D | -10.1% | +1.9% | -12.0% | -10.5% |
| 3M | -11.7% | -3.3% | -8.5% | -11.4% |
| 6M | +40.1% | -6.4% | +46.5% | +41.5% |
| YTD | +43.8% | -1.8% | +45.6% | +43.5% |
| 1Y | +66.6% | +10.7% | +55.9% | +61.2% |
| 3Y | +108.5% | +31.8% | +76.7% | +84.2% |
| All | +108.5% | +33.0% | +75.5% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling