+524.0%
CSCO vs SFM
+132.6%
+391.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 6M | +36.3% | +6.5% | +29.8% | +34.1% |
| YTD | +43.8% | +2.2% | +41.7% | +42.0% |
| 1Y | +63.9% | -41.9% | +105.8% | +73.8% |
| 3Y | +104.4% | +106.8% | -2.4% | +77.5% |
| 5Y | +111.4% | +231.6% | -120.2% | +68.0% |
| 10Y | +361.7% | +258.4% | +103.2% | +246.6% |
| All | +524.0% | +132.6% | +391.4% | +403.4% |
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