+11,854.6%
CSCO vs SPY
+2,954.7%
+8,899.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -10.2% | -2.7% | -7.5% | -7.0% |
| 30D | -20.1% | -5.4% | -14.7% | -14.2% |
| 3M | -22.1% | -4.1% | -18.0% | -17.8% |
| 6M | +3.2% | +0.7% | +2.5% | +2.8% |
| YTD | +24.1% | +8.7% | +15.4% | +12.4% |
| 1Y | +34.6% | +10.9% | +23.7% | +18.7% |
| 3Y | +90.0% | +75.0% | +15.0% | -7.1% |
| 5Y | +88.6% | +67.8% | +20.8% | -5.4% |
| 10Y | +316.5% | +312.9% | +3.7% | -37.2% |
| All | +11,854.6% | +2,954.7% | +8,899.8% | -3.7% |
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