+39.4%
CSCO vs SAP
-5.7%
+45.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -4.7% | +1.5% | -6.2% | -4.7% |
| 30D | -17.1% | +8.8% | -25.9% | -17.1% |
| 3M | -19.6% | +12.1% | -31.7% | -19.6% |
| 6M | +2.4% | +34.6% | -32.2% | +2.0% |
| YTD | +29.8% | -2.1% | +31.9% | +33.8% |
| All | +39.4% | -5.7% | +45.1% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling