+45.9%
CSCO vs SPMO
+11.0%
+35.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.1% |
| 7D | -6.1% | -8.9% | +2.8% | -0.8% |
| 30D | -8.2% | -13.8% | +5.6% | +0.1% |
| 3M | -14.6% | -12.5% | -2.0% | -7.8% |
| 6M | +12.7% | -1.5% | +14.2% | +12.1% |
| YTD | +37.0% | +11.3% | +25.7% | +26.1% |
| 1Y | +45.9% | +11.5% | +34.5% | +34.3% |
| All | +45.9% | +11.0% | +35.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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