+308.5%
CSCO vs SPMO
+460.5%
-152.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.7% | -5.1% |
| 7D | +1.9% | +6.3% | -4.4% | -2.6% |
| 30D | -15.8% | -8.9% | -7.0% | -9.7% |
| 3M | -15.4% | -13.2% | -2.2% | -6.0% |
| 6M | -5.4% | -9.3% | +3.9% | +0.6% |
| YTD | +26.5% | +11.6% | +14.9% | +14.7% |
| 1Y | +25.9% | +13.4% | +12.5% | +12.8% |
| 3Y | +97.5% | +122.9% | -25.3% | +1.0% |
| 5Y | +93.0% | +113.9% | -20.9% | +1.3% |
| All | +308.5% | +460.5% | -152.0% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling