+88.1%
CSCO vs SPG
+74.6%
+13.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.2% | +4.9% | -15.1% | -11.6% |
| 30D | -20.1% | +15.6% | -35.7% | -23.8% |
| 3M | -22.4% | +4.1% | -26.4% | -23.5% |
| 6M | +2.8% | +13.6% | -10.8% | -2.1% |
| YTD | +23.6% | +27.5% | -3.9% | +12.6% |
| 1Y | +34.0% | +32.2% | +1.8% | +20.4% |
| 3Y | +89.3% | +126.0% | -36.8% | +35.8% |
| All | +88.1% | +74.6% | +13.5% | +38.3% |
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 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