+377.3%
CSCO vs SGI
+263.3%
+114.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -10.7% | +5.5% | -16.3% | -11.8% |
| 3M | -8.7% | -3.6% | -5.1% | -8.5% |
| 6M | +44.9% | -15.0% | +59.9% | +47.8% |
| YTD | +44.1% | -23.0% | +67.2% | +49.6% |
| 1Y | +65.9% | -18.4% | +84.3% | +69.7% |
| 3Y | +109.0% | +57.8% | +51.2% | +86.6% |
| 5Y | +114.8% | +51.5% | +63.3% | +87.2% |
| 10Y | +377.3% | +275.2% | +102.2% | +230.9% |
| All | +377.3% | +263.3% | +114.1% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SGI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling