+377.3%
CSCO vs SFM
+280.6%
+96.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.7% |
| 7D | 0.0% | -7.2% | +7.1% | +0.8% |
| 30D | -10.7% | -14.3% | +3.6% | -9.1% |
| 3M | -8.7% | -13.7% | +5.0% | -7.4% |
| 6M | +44.9% | -6.0% | +50.9% | +44.9% |
| YTD | +44.1% | -8.2% | +52.4% | +44.2% |
| 1Y | +65.9% | -46.2% | +112.1% | +77.6% |
| 3Y | +109.0% | +83.6% | +25.5% | +83.6% |
| 5Y | +114.8% | +212.7% | -97.9% | +70.8% |
| 10Y | +377.3% | +273.0% | +104.3% | +258.2% |
| All | +377.3% | +280.6% | +96.8% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling