+12,402.3%
CSCO vs SPY
+3,015.5%
+9,386.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -4.7% | -0.6% | -4.1% | -3.8% |
| 30D | -17.1% | -3.7% | -13.4% | -12.9% |
| 3M | -19.6% | -2.7% | -16.9% | -16.6% |
| 6M | +2.4% | +2.2% | +0.2% | +0.2% |
| YTD | +29.8% | +10.8% | +18.9% | +14.8% |
| 1Y | +38.7% | +11.2% | +27.4% | +22.0% |
| 3Y | +101.3% | +76.5% | +24.9% | -2.5% |
| 5Y | +94.8% | +72.9% | +21.9% | -5.8% |
| 10Y | +324.2% | +304.8% | +19.4% | -34.1% |
| All | +12,402.3% | +3,015.5% | +9,386.8% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling