+216.5%
CSCO vs SPOT
+260.8%
-44.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.5% |
| 7D | +6.6% | -2.6% | +9.2% | +7.0% |
| 30D | -11.3% | +13.5% | -24.8% | -13.2% |
| 3M | -17.3% | +22.2% | -39.6% | -20.2% |
| 6M | +3.5% | +38.3% | -34.8% | -2.5% |
| YTD | +34.9% | +3.1% | +31.8% | +32.3% |
| 1Y | +40.5% | -7.6% | +48.1% | +40.1% |
| 3Y | +109.3% | +250.0% | -140.8% | +62.9% |
| 5Y | +105.9% | +113.3% | -7.4% | +67.3% |
| All | +216.5% | +260.8% | -44.2% | +91.6% |
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