+308.5%
CSCO vs XLF
+222.3%
+86.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.8% |
| 7D | +1.9% | +2.7% | -0.8% | +0.2% |
| 30D | -15.8% | +7.6% | -23.5% | -19.9% |
| 3M | -15.4% | +1.1% | -16.5% | -16.1% |
| 6M | -5.4% | +15.9% | -21.3% | -14.4% |
| YTD | +26.5% | +8.4% | +18.0% | +19.3% |
| 1Y | +25.9% | +12.5% | +13.4% | +15.8% |
| 3Y | +97.5% | +81.6% | +16.0% | +31.7% |
| 5Y | +93.0% | +59.3% | +33.8% | +38.9% |
| All | +308.5% | +222.3% | +86.2% | +102.0% |
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