+94.8%
CSCO vs SFM
+100.9%
-6.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -4.7% | -6.9% | +2.2% | -4.0% |
| 30D | -17.1% | -25.0% | +7.9% | -15.1% |
| 3M | -19.6% | -42.7% | +23.1% | -15.3% |
| 6M | +2.4% | -41.0% | +43.4% | +7.1% |
| YTD | +29.8% | -38.7% | +68.4% | +34.7% |
| 1Y | +38.7% | -38.1% | +76.8% | +43.6% |
| 3Y | +101.3% | +19.3% | +82.0% | +80.9% |
| 5Y | +94.8% | +103.1% | -8.3% | +50.5% |
| All | +94.8% | +100.9% | -6.1% | +50.5% |
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