+206.9%
CSCO vs SPYG
+564.9%
-358.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.7% |
| 7D | -0.7% | +0.4% | -1.0% | -1.1% |
| 30D | -10.1% | -0.4% | -9.7% | -9.8% |
| 3M | -15.7% | +0.5% | -16.2% | -16.3% |
| 6M | +36.3% | +17.5% | +18.8% | +15.2% |
| YTD | +43.8% | +14.3% | +29.5% | +25.1% |
| 1Y | +63.9% | +21.7% | +42.2% | +33.3% |
| 3Y | +104.4% | +98.6% | +5.7% | -2.4% |
| 5Y | +111.4% | +85.1% | +26.2% | +4.1% |
| 10Y | +361.7% | +412.0% | -50.4% | -26.9% |
| All | +206.9% | +564.9% | -358.0% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling