+45.9%
CSCO vs SFM
-35.8%
+81.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.7% |
| 7D | -6.1% | -12.3% | +6.2% | -5.8% |
| 30D | -8.2% | -16.2% | +8.0% | -8.0% |
| 3M | -14.6% | -36.8% | +22.2% | -14.4% |
| 6M | +12.7% | -32.6% | +45.3% | +12.8% |
| YTD | +37.0% | -31.7% | +68.7% | +41.9% |
| 1Y | +45.9% | -35.0% | +80.9% | +52.4% |
| All | +45.9% | -35.8% | +81.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling