+324.2%
CSCO vs SGI
+356.4%
-32.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.5% |
| 7D | -4.7% | -3.9% | -0.7% | -4.0% |
| 30D | -17.1% | +0.9% | -18.0% | -17.4% |
| 3M | -19.6% | -2.9% | -16.7% | -19.6% |
| 6M | +2.4% | -9.0% | +11.4% | +3.2% |
| YTD | +29.8% | -29.2% | +59.0% | +36.5% |
| 1Y | +38.7% | -32.3% | +70.9% | +46.9% |
| 3Y | +101.3% | +72.4% | +28.9% | +76.0% |
| 5Y | +94.8% | +50.6% | +44.2% | +68.9% |
| 10Y | +324.2% | +335.2% | -11.0% | +189.3% |
| All | +324.2% | +356.4% | -32.2% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling