+308.5%
CSCO vs SPG
+113.9%
+194.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.9% | +2.0% | -0.1% | +1.5% |
| 30D | -15.8% | +17.2% | -33.1% | -18.8% |
| 3M | -15.4% | +6.3% | -21.7% | -16.6% |
| 6M | -5.4% | +18.7% | -24.1% | -9.2% |
| YTD | +26.5% | +30.1% | -3.6% | +18.7% |
| 1Y | +25.9% | +32.8% | -6.9% | +17.6% |
| 3Y | +97.5% | +133.6% | -36.0% | +61.8% |
| 5Y | +93.0% | +84.4% | +8.6% | +63.5% |
| All | +308.5% | +113.9% | +194.6% | +262.6% |
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