+946.2%
CSCO vs SPXS
-100.0%
+1,046.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +1.3% |
| 7D | -2.8% | +1.5% | -4.2% | -1.5% |
| 30D | -12.6% | +6.3% | -19.0% | -9.9% |
| 3M | -16.0% | +4.2% | -20.2% | -13.7% |
| 6M | +2.8% | -7.9% | +10.8% | +2.6% |
| YTD | +33.2% | -27.5% | +60.7% | +24.4% |
| 1Y | +43.1% | -27.0% | +70.1% | +34.3% |
| 3Y | +106.7% | -80.5% | +187.2% | +36.3% |
| 5Y | +103.6% | -84.0% | +187.5% | +45.5% |
| 10Y | +330.5% | -99.5% | +430.0% | +31.4% |
| All | +946.2% | -100.0% | +1,046.2% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling