+108.5%
CSCO vs SBAC
-9.5%
+118.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -10.1% | +3.2% | -13.3% | -10.1% |
| 3M | -11.7% | -5.1% | -6.7% | -11.6% |
| 6M | +40.1% | -2.1% | +42.2% | +39.7% |
| YTD | +43.8% | -0.5% | +44.3% | +43.3% |
| 1Y | +66.6% | +1.1% | +65.5% | +65.7% |
| 3Y | +108.5% | -7.4% | +115.9% | +108.8% |
| All | +108.5% | -9.5% | +118.0% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling