+43.1%
CSCO vs SPG
+33.6%
+9.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.7% |
| 7D | -2.8% | +2.7% | -5.5% | -2.5% |
| 30D | -12.6% | +16.6% | -29.2% | -11.0% |
| 3M | -16.0% | +8.1% | -24.1% | -14.9% |
| 6M | +2.8% | +19.3% | -16.5% | +3.3% |
| YTD | +33.2% | +31.1% | +2.1% | +34.7% |
| 1Y | +43.1% | +32.8% | +10.3% | +45.3% |
| All | +43.1% | +33.6% | +9.5% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling