+108.5%
CSCO vs SPYM
+79.1%
+29.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.5% |
| 7D | -0.5% | +0.6% | -1.1% | -1.0% |
| 30D | -10.1% | -0.9% | -9.2% | -9.4% |
| 3M | -11.7% | +3.9% | -15.6% | -14.7% |
| 6M | +40.1% | +14.5% | +25.5% | +24.8% |
| YTD | +43.8% | +13.0% | +30.8% | +29.9% |
| 1Y | +66.6% | +19.4% | +47.2% | +43.6% |
| 3Y | +108.5% | +78.9% | +29.6% | +30.9% |
| All | +108.5% | +79.1% | +29.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling