+604.7%
CSCO vs SGI
+2,083.6%
-1,478.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.7% | +8.5% | -9.2% | -2.2% |
| 30D | -10.1% | +0.7% | -10.8% | -10.4% |
| 3M | -15.7% | +0.6% | -16.3% | -16.2% |
| 6M | +36.3% | -17.9% | +54.2% | +39.9% |
| YTD | +43.8% | -21.2% | +65.0% | +48.6% |
| 1Y | +63.9% | -18.9% | +82.8% | +67.8% |
| 3Y | +104.4% | +52.6% | +51.7% | +83.3% |
| 5Y | +111.4% | +60.7% | +50.6% | +82.4% |
| 10Y | +361.7% | +278.1% | +83.6% | +207.5% |
| All | +604.7% | +2,083.6% | -1,478.9% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling