+113.3%
CSCO vs SPG
+102.5%
+10.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | -10.1% | -6.8% | -3.3% | -8.1% |
| 3M | -15.7% | +2.7% | -18.4% | -16.9% |
| 6M | +36.3% | +5.5% | +30.8% | +32.8% |
| YTD | +43.8% | +15.7% | +28.1% | +35.5% |
| 1Y | +63.9% | +20.9% | +43.1% | +51.7% |
| 3Y | +104.4% | +112.4% | -8.0% | +50.4% |
| All | +113.3% | +102.5% | +10.8% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling