+319.3%
CSCO vs SO
+194.6%
+124.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | -17.1% | +8.7% | -25.8% | -19.6% |
| 3M | -19.6% | +3.4% | -23.0% | -20.7% |
| 6M | +2.4% | +3.7% | -1.3% | +0.6% |
| YTD | +29.8% | +10.0% | +19.7% | +24.2% |
| 1Y | +38.7% | +6.6% | +32.1% | +34.2% |
| 3Y | +101.3% | +52.5% | +48.8% | +66.1% |
| 5Y | +94.8% | +76.1% | +18.8% | +49.4% |
| All | +319.3% | +194.6% | +124.7% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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