+89.3%
CSCO vs SAP
+75.3%
+14.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.4% |
| 7D | -10.2% | -0.7% | -9.5% | -10.1% |
| 30D | -20.1% | +11.1% | -31.2% | -21.3% |
| 3M | -22.4% | +17.0% | -39.4% | -24.3% |
| 6M | +2.8% | +34.8% | -32.0% | -2.4% |
| YTD | +23.6% | -2.2% | +25.8% | +25.9% |
| 1Y | +34.0% | -6.4% | +40.5% | +38.1% |
| 3Y | +89.3% | +75.1% | +14.1% | +50.4% |
| All | +89.3% | +75.3% | +14.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling