+335.7%
CSCO vs SPXS
-99.5%
+435.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.6% |
| 7D | +6.6% | -9.5% | +16.0% | +3.4% |
| 30D | -11.3% | +7.4% | -18.7% | -8.3% |
| 3M | -17.3% | +6.1% | -23.5% | -14.6% |
| 6M | +3.5% | -7.3% | +10.8% | +3.6% |
| YTD | +34.9% | -26.7% | +61.6% | +26.7% |
| 1Y | +40.5% | -26.2% | +66.7% | +32.7% |
| 3Y | +109.3% | -80.3% | +189.6% | +40.2% |
| 5Y | +105.9% | -83.4% | +189.3% | +51.2% |
| All | +335.7% | -99.5% | +435.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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