+25.9%
CSCO vs SITM
+47.8%
-21.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.5% | -0.7% | -5.5% |
| 7D | +1.9% | +6.6% | -4.7% | +1.1% |
| 30D | -15.8% | -15.3% | -0.5% | -14.3% |
| 3M | -15.4% | -35.4% | +20.0% | -11.4% |
| 6M | -5.4% | -46.8% | +41.4% | +0.1% |
| YTD | +26.5% | +25.9% | +0.6% | +19.3% |
| 1Y | +25.9% | +54.0% | -28.1% | +14.0% |
| All | +25.9% | +47.8% | -21.9% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling