+377.3%
CSCO vs SPXU
-99.5%
+476.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.7% |
| 7D | 0.0% | +1.3% | -1.3% | +0.4% |
| 30D | -10.7% | +5.1% | -15.8% | -9.2% |
| 3M | -8.7% | -9.1% | +0.4% | -10.9% |
| 6M | +44.9% | -29.6% | +74.5% | +31.7% |
| YTD | +44.1% | -27.7% | +71.8% | +33.0% |
| 1Y | +65.9% | -37.0% | +102.8% | +47.4% |
| 3Y | +109.0% | -80.2% | +189.2% | +39.2% |
| 5Y | +114.8% | -86.0% | +200.8% | +46.9% |
| 10Y | +377.3% | -99.5% | +476.9% | +38.6% |
| All | +377.3% | -99.5% | +476.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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