+114.8%
CSCO vs XLF
+65.1%
+49.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.6% |
| 30D | -10.7% | -1.3% | -9.4% | -10.1% |
| 3M | -8.7% | +9.1% | -17.9% | -14.1% |
| 6M | +44.9% | +14.4% | +30.6% | +32.1% |
| YTD | +44.1% | +5.1% | +39.0% | +38.9% |
| 1Y | +65.9% | +8.6% | +57.2% | +56.0% |
| 3Y | +109.0% | +74.4% | +34.6% | +43.1% |
| 5Y | +114.8% | +64.4% | +50.4% | +48.7% |
| All | +114.8% | +65.1% | +49.7% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling