+202.5%
CSCO vs SITM
+4,789.7%
-4,587.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.2% | +3.8% |
| 7D | +2.7% | +3.9% | -1.2% | +2.3% |
| 30D | -9.5% | -6.6% | -2.9% | -9.0% |
| 3M | -7.6% | -11.9% | +4.2% | -7.3% |
| 6M | +44.9% | +81.1% | -36.2% | +33.1% |
| YTD | +47.7% | +80.0% | -32.3% | +35.0% |
| 1Y | +69.1% | +145.8% | -76.8% | +48.0% |
| 3Y | +113.5% | +475.9% | -362.4% | +62.1% |
| 5Y | +122.8% | +189.2% | -66.5% | +70.1% |
| All | +202.5% | +4,789.7% | -4,587.2% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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