+206.1%
CSCO vs SPOT
+267.1%
-61.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.0% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | -16.7% | +15.1% | -31.8% | -18.6% |
| 3M | -18.4% | +24.8% | -43.2% | -21.5% |
| 6M | +2.9% | +45.8% | -42.8% | -3.8% |
| YTD | +30.4% | +4.9% | +25.5% | +27.6% |
| 1Y | +41.4% | -1.3% | +42.6% | +39.5% |
| 3Y | +104.7% | +257.7% | -153.0% | +58.8% |
| 5Y | +96.9% | +118.5% | -21.6% | +59.4% |
| All | +206.1% | +267.1% | -61.0% | +84.9% |
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