+439.4%
CSCO vs SPMO
+572.4%
-133.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | -0.6% |
| 7D | -0.7% | +2.0% | -2.7% | -2.1% |
| 30D | -10.1% | -0.4% | -9.8% | -10.0% |
| 3M | -15.7% | -1.9% | -13.8% | -15.2% |
| 6M | +36.3% | +25.0% | +11.2% | +13.6% |
| YTD | +43.8% | +26.0% | +17.8% | +19.4% |
| 1Y | +63.9% | +28.7% | +35.3% | +33.7% |
| 3Y | +104.4% | +160.9% | -56.6% | -6.2% |
| 5Y | +111.4% | +147.9% | -36.6% | +0.4% |
| 10Y | +361.7% | +518.9% | -157.3% | +14.8% |
| All | +439.4% | +572.4% | -133.0% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling