+463.0%
CSCO vs SFM
+39.6%
+423.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -4.7% | -6.9% | +2.2% | -3.8% |
| 30D | -17.1% | -25.0% | +7.9% | -14.6% |
| 3M | -19.6% | -42.7% | +23.1% | -14.5% |
| 6M | +2.4% | -41.0% | +43.4% | +8.0% |
| YTD | +29.8% | -38.7% | +68.4% | +35.5% |
| 1Y | +38.7% | -38.1% | +76.8% | +44.6% |
| 3Y | +101.3% | +19.3% | +82.0% | +86.2% |
| 5Y | +94.8% | +103.1% | -8.3% | +63.5% |
| 10Y | +324.2% | +131.1% | +193.1% | +234.7% |
| All | +463.0% | +39.6% | +423.4% | +380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling