+114.8%
CSCO vs SPYM
+81.6%
+33.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | 0.0% | -0.4% | +0.3% | +0.3% |
| 30D | -10.7% | -1.4% | -9.3% | -9.7% |
| 3M | -8.7% | +3.7% | -12.5% | -11.6% |
| 6M | +44.9% | +13.0% | +31.9% | +30.8% |
| YTD | +44.1% | +12.5% | +31.7% | +30.9% |
| 1Y | +65.9% | +18.6% | +47.3% | +44.0% |
| 3Y | +109.0% | +78.0% | +31.0% | +29.4% |
| 5Y | +114.8% | +82.3% | +32.5% | +28.5% |
| All | +114.8% | +81.6% | +33.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling