+10,183.2%
CSCO vs SUI
+4,037.5%
+6,145.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -0.7% | -2.8% | +2.2% | +0.3% |
| 30D | -10.1% | -1.2% | -8.9% | -9.9% |
| 3M | -15.7% | -1.7% | -13.9% | -15.7% |
| 6M | +36.3% | -10.5% | +46.7% | +40.6% |
| YTD | +43.8% | -1.8% | +45.7% | +43.4% |
| 1Y | +63.9% | -4.1% | +68.0% | +64.3% |
| 3Y | +104.4% | +11.3% | +93.1% | +89.8% |
| 5Y | +111.4% | -32.1% | +143.5% | +130.6% |
| 10Y | +361.7% | +110.4% | +251.2% | +217.0% |
| All | +10,183.2% | +4,037.5% | +6,145.6% | +3,049.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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