+199,826.1%
CSCO vs SAN
+2,091.6%
+197,734.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +2.9% |
| 7D | -2.9% | +8.7% | -11.6% | -5.8% |
| 30D | -16.7% | -6.5% | -10.2% | -14.9% |
| 3M | -18.4% | -14.2% | -4.3% | -14.2% |
| 6M | +2.9% | +2.7% | +0.2% | +1.1% |
| YTD | +30.4% | +8.9% | +21.6% | +24.1% |
| 1Y | +41.4% | +23.4% | +18.0% | +28.5% |
| 3Y | +104.7% | +257.9% | -153.3% | +23.0% |
| 5Y | +96.9% | +297.8% | -200.8% | +8.7% |
| 10Y | +321.5% | +259.6% | +61.9% | +120.4% |
| All | +199,826.1% | +2,091.6% | +197,734.5% | +48,051.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling