+405.6%
CSCO vs SBAC
+2,207.9%
-1,802.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -10.2% | +1.2% | -11.4% | -10.4% |
| 30D | -20.1% | +11.2% | -31.2% | -21.6% |
| 3M | -22.1% | +4.5% | -26.5% | -22.8% |
| 6M | +3.2% | -12.2% | +15.4% | +4.8% |
| YTD | +24.1% | -0.1% | +24.2% | +22.5% |
| 1Y | +34.6% | -0.3% | +34.8% | +32.7% |
| 3Y | +90.0% | -8.7% | +98.7% | +88.1% |
| 5Y | +88.6% | -40.2% | +128.7% | +98.9% |
| 10Y | +316.5% | +97.3% | +219.2% | +256.7% |
| All | +405.6% | +2,207.9% | -1,802.3% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling