+359.9%
CSCO vs XLF
+252.0%
+107.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -1.1% | -2.9% | +1.8% | +0.8% |
| 30D | -10.8% | -1.6% | -9.2% | -9.9% |
| 3M | -9.2% | +9.3% | -18.5% | -14.6% |
| 6M | +39.5% | +14.6% | +25.0% | +27.2% |
| YTD | +41.5% | +4.7% | +36.8% | +36.7% |
| 1Y | +61.0% | +8.6% | +52.3% | +51.5% |
| 3Y | +105.2% | +73.9% | +31.4% | +41.2% |
| 5Y | +113.4% | +65.0% | +48.4% | +50.3% |
| All | +359.9% | +252.0% | +107.8% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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