+194.6%
CSCO vs SITM
+4,608.4%
-4,413.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | -0.2% |
| 7D | -0.7% | +9.7% | -10.4% | -1.7% |
| 30D | -10.1% | +12.7% | -22.8% | -11.8% |
| 3M | -15.7% | -13.4% | -2.3% | -15.2% |
| 6M | +36.3% | +59.6% | -23.3% | +26.8% |
| YTD | +43.8% | +73.3% | -29.5% | +32.1% |
| 1Y | +63.9% | +165.5% | -101.6% | +42.2% |
| 3Y | +104.4% | +368.7% | -264.4% | +58.6% |
| 5Y | +111.4% | +172.5% | -61.1% | +62.4% |
| All | +194.6% | +4,608.4% | -4,413.8% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling