+25.9%
CSCO vs SPYG
+8.5%
+17.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.4% |
| 7D | +1.9% | +2.3% | -0.4% | 0.0% |
| 30D | -15.8% | -6.5% | -9.4% | -10.9% |
| 3M | -15.4% | -6.8% | -8.5% | -10.1% |
| 6M | -5.4% | -3.1% | -2.3% | -2.2% |
| YTD | +26.5% | +8.0% | +18.5% | +22.8% |
| 1Y | +25.9% | +10.2% | +15.7% | +20.4% |
| All | +25.9% | +8.5% | +17.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling