+366.8%
CSCO vs SAP
+173.6%
+193.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | -10.1% | +2.6% | -12.7% | -11.2% |
| 3M | -11.7% | +16.3% | -28.0% | -17.3% |
| 6M | +40.1% | +6.4% | +33.7% | +34.7% |
| YTD | +43.8% | -11.4% | +55.2% | +47.2% |
| 1Y | +66.6% | -20.4% | +87.0% | +77.8% |
| 3Y | +108.5% | +56.5% | +52.0% | +62.0% |
| 5Y | +114.0% | +56.8% | +57.2% | +62.0% |
| 10Y | +366.8% | +176.2% | +190.6% | +146.8% |
| All | +366.8% | +173.6% | +193.2% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling