+308.5%
CSCO vs SBAC
+114.8%
+193.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.6% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | -15.8% | +5.5% | -21.3% | -17.0% |
| 3M | -15.4% | +3.1% | -18.5% | -16.2% |
| 6M | -5.4% | -7.0% | +1.6% | -4.6% |
| YTD | +26.5% | +0.5% | +26.0% | +23.6% |
| 1Y | +25.9% | +0.2% | +25.7% | +23.1% |
| 3Y | +97.5% | -7.4% | +104.9% | +92.4% |
| 5Y | +93.0% | -39.7% | +132.7% | +115.1% |
| All | +308.5% | +114.8% | +193.7% | +220.1% |
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