+13,756.1%
CSCO vs SPY
+3,091.8%
+10,664.3%
-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% | +0.9% | +1.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -10.1% | +0.1% | -10.2% | -10.3% |
| 3M | -15.7% | +2.0% | -17.7% | -17.7% |
| 6M | +36.3% | +13.0% | +23.3% | +17.0% |
| YTD | +43.8% | +13.5% | +30.3% | +23.0% |
| 1Y | +63.9% | +20.0% | +44.0% | +30.6% |
| 3Y | +104.4% | +77.2% | +27.2% | -2.0% |
| 5Y | +111.4% | +81.9% | +29.5% | -4.6% |
| 10Y | +361.7% | +314.1% | +47.6% | -30.6% |
| All | +13,756.1% | +3,091.8% | +10,664.3% | +5.4% |
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