+113.3%
CSCO vs SFM
+230.0%
-116.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -10.1% | -4.4% | -5.8% | -9.7% |
| 3M | -15.7% | +1.5% | -17.2% | -16.0% |
| 6M | +36.3% | +6.5% | +29.8% | +34.4% |
| YTD | +43.8% | +2.2% | +41.7% | +42.4% |
| 1Y | +63.9% | -41.9% | +105.8% | +74.4% |
| 3Y | +104.4% | +106.8% | -2.4% | +75.4% |
| All | +113.3% | +230.0% | -116.7% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling