+63.9%
CSCO vs SBAC
-3.2%
+67.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -10.1% | +6.9% | -17.0% | -9.4% |
| 3M | -15.7% | -8.2% | -7.5% | -16.2% |
| 6M | +36.3% | -1.6% | +37.9% | +33.3% |
| YTD | +43.8% | -0.1% | +43.9% | +42.5% |
| 1Y | +63.9% | -0.5% | +64.4% | +61.2% |
| All | +63.9% | -3.2% | +67.1% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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