+237.4%
CSCO vs SPOT
+218.6%
+18.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -0.5% | -2.9% | +2.3% | -0.1% |
| 30D | -10.1% | +8.3% | -18.4% | -11.4% |
| 3M | -11.7% | +5.1% | -16.8% | -12.8% |
| 6M | +40.1% | -6.5% | +46.6% | +40.3% |
| YTD | +43.8% | -9.0% | +52.8% | +44.1% |
| 1Y | +66.6% | -26.4% | +93.0% | +72.5% |
| 3Y | +108.5% | +240.0% | -131.5% | +62.9% |
| 5Y | +114.0% | +111.7% | +2.2% | +73.3% |
| All | +237.4% | +218.6% | +18.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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