+308.5%
CSCO vs SPY
+307.0%
+1.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -5.9% |
| 7D | +1.9% | +2.6% | -0.7% | -0.5% |
| 30D | -15.8% | -2.0% | -13.9% | -13.9% |
| 3M | -15.4% | -2.8% | -12.6% | -12.7% |
| 6M | -5.4% | +2.1% | -7.5% | -6.8% |
| YTD | +26.5% | +11.5% | +15.0% | +14.6% |
| 1Y | +25.9% | +13.5% | +12.4% | +12.1% |
| 3Y | +97.5% | +77.7% | +19.8% | +12.2% |
| 5Y | +93.0% | +72.6% | +20.4% | +12.1% |
| All | +308.5% | +307.0% | +1.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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