+89.3%
CSCO vs SAN
+235.5%
-146.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.5% |
| 7D | -10.2% | +4.9% | -15.1% | -11.1% |
| 30D | -20.1% | -13.0% | -7.1% | -17.9% |
| 3M | -22.4% | -18.9% | -3.5% | -19.2% |
| 6M | +2.8% | -4.1% | +6.9% | +3.5% |
| YTD | +23.6% | +2.6% | +21.0% | +22.0% |
| 1Y | +34.0% | +16.9% | +17.1% | +28.8% |
| 3Y | +89.3% | +239.1% | -149.8% | +64.2% |
| All | +89.3% | +235.5% | -146.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling