+108.1%
CSCO vs SPXS
-80.8%
+188.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +1.4% |
| 7D | -2.8% | +1.5% | -4.2% | -1.6% |
| 30D | -12.6% | +6.3% | -19.0% | -10.1% |
| 3M | -16.0% | +4.2% | -20.2% | -13.9% |
| 6M | +2.8% | -7.9% | +10.8% | +2.7% |
| YTD | +33.2% | -27.5% | +60.7% | +26.0% |
| 1Y | +43.1% | -27.0% | +70.1% | +35.9% |
| All | +108.1% | -80.8% | +188.9% | +42.2% |
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