+359.9%
CSCO vs SAN
+347.0%
+12.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.1% | -2.8% | +1.7% | -0.3% |
| 30D | -10.8% | -0.5% | -10.2% | -10.7% |
| 3M | -9.2% | +22.7% | -32.0% | -14.3% |
| 6M | +39.5% | +28.8% | +10.8% | +29.3% |
| YTD | +41.5% | +26.3% | +15.3% | +31.3% |
| 1Y | +61.0% | +48.8% | +12.1% | +42.3% |
| 3Y | +105.2% | +347.2% | -242.0% | +30.1% |
| 5Y | +113.4% | +383.8% | -270.3% | +27.2% |
| All | +359.9% | +347.0% | +12.9% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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