+301.0%
CSCO vs SPG
+113.0%
+188.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -10.2% | +4.9% | -15.1% | -11.1% |
| 30D | -20.1% | +15.6% | -35.7% | -22.6% |
| 3M | -22.1% | +4.1% | -26.1% | -22.8% |
| 6M | +3.2% | +13.6% | -10.4% | -0.1% |
| YTD | +24.1% | +27.5% | -3.5% | +17.0% |
| 1Y | +34.6% | +32.2% | +2.3% | +25.7% |
| 3Y | +90.0% | +126.0% | -36.0% | +56.8% |
| 5Y | +88.6% | +74.7% | +13.8% | +61.4% |
| All | +301.0% | +113.0% | +188.0% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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