+359.9%
CSCO vs SPMO
+514.3%
-154.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -10.8% | -0.7% | -10.1% | -10.4% |
| 3M | -9.2% | +2.8% | -12.1% | -12.0% |
| 6M | +39.5% | +24.4% | +15.1% | +16.5% |
| YTD | +41.5% | +24.2% | +17.3% | +18.5% |
| 1Y | +61.0% | +24.5% | +36.5% | +34.2% |
| 3Y | +105.2% | +155.6% | -50.4% | -5.4% |
| 5Y | +113.4% | +148.2% | -34.7% | 0.0% |
| All | +359.9% | +514.3% | -154.5% | +16.3% |
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 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