+431.5%
CSCO vs SBAC
+2,219.2%
-1,787.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -2.9% | +3.0% | -5.9% | -3.4% |
| 30D | -16.7% | +4.3% | -21.0% | -17.3% |
| 3M | -18.4% | +4.1% | -22.6% | -19.1% |
| 6M | +2.9% | -11.6% | +14.6% | +4.5% |
| YTD | +30.4% | +0.4% | +30.1% | +28.6% |
| 1Y | +41.4% | -1.1% | +42.5% | +39.7% |
| 3Y | +104.7% | -7.3% | +111.9% | +102.0% |
| 5Y | +96.9% | -40.8% | +137.7% | +108.1% |
| 10Y | +321.5% | +103.0% | +218.5% | +259.5% |
| All | +431.5% | +2,219.2% | -1,787.8% | +163.0% |
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