+65.9%
CSCO vs SGI
-20.0%
+85.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -10.7% | +5.5% | -16.3% | -11.1% |
| 3M | -8.7% | -3.6% | -5.1% | -8.5% |
| 6M | +44.9% | -15.0% | +59.9% | +46.9% |
| YTD | +44.1% | -23.0% | +67.2% | +50.2% |
| 1Y | +65.9% | -18.4% | +84.3% | +75.6% |
| All | +65.9% | -20.0% | +85.8% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling