+795.0%
CSCO vs SPXU
-100.0%
+895.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +1.0% |
| 7D | -0.7% | -0.1% | -0.5% | -0.7% |
| 30D | -10.1% | +0.8% | -10.9% | -9.9% |
| 3M | -15.7% | -4.7% | -11.0% | -16.2% |
| 6M | +36.3% | -29.6% | +65.9% | +23.5% |
| YTD | +43.8% | -29.9% | +73.7% | +31.1% |
| 1Y | +63.9% | -39.1% | +103.0% | +43.5% |
| 3Y | +104.4% | -80.0% | +184.4% | +35.1% |
| 5Y | +111.4% | -86.0% | +197.4% | +42.8% |
| 10Y | +361.7% | -99.5% | +461.2% | +37.0% |
| All | +795.0% | -100.0% | +895.0% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling