+366.8%
CSCO vs SBAC
+76.8%
+290.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -10.1% | +3.2% | -13.3% | -10.9% |
| 3M | -11.7% | -5.1% | -6.7% | -11.0% |
| 6M | +40.1% | -2.1% | +42.2% | +38.8% |
| YTD | +43.8% | -0.5% | +44.3% | +41.2% |
| 1Y | +66.6% | +1.1% | +65.5% | +62.4% |
| 3Y | +108.5% | -7.4% | +115.9% | +102.8% |
| 5Y | +114.0% | -44.3% | +158.3% | +145.1% |
| 10Y | +366.8% | +77.6% | +289.3% | +288.1% |
| All | +366.8% | +76.8% | +290.0% | +288.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling