+159.0%
CSCO vs SITM
+3,319.5%
-3,160.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.5% | -0.7% | -5.6% |
| 7D | +1.9% | +6.6% | -4.7% | +1.2% |
| 30D | -15.8% | -15.3% | -0.5% | -14.6% |
| 3M | -15.4% | -35.4% | +20.0% | -11.9% |
| 6M | -5.4% | -46.8% | +41.4% | -0.4% |
| YTD | +26.5% | +25.9% | +0.6% | +19.6% |
| 1Y | +25.9% | +54.0% | -28.1% | +16.2% |
| 3Y | +97.5% | +315.6% | -218.0% | +54.9% |
| 5Y | +93.0% | +74.4% | +18.6% | +55.5% |
| All | +159.0% | +3,319.5% | -3,160.5% | +46.4% |
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