+108.4%
CSCO vs SPXS
-79.5%
+187.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.7% |
| 7D | 0.0% | +1.2% | -1.3% | +0.3% |
| 30D | -10.7% | +5.2% | -15.9% | -9.4% |
| 3M | -8.7% | -9.2% | +0.4% | -10.7% |
| 6M | +44.9% | -29.6% | +74.5% | +33.4% |
| YTD | +44.1% | -27.6% | +71.8% | +34.6% |
| 1Y | +65.9% | -36.7% | +102.6% | +50.0% |
| All | +108.4% | -79.5% | +187.9% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling