+767.1%
CSCO vs SPYM
+812.4%
-45.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.9% |
| 7D | +1.9% | +2.6% | -0.6% | -0.4% |
| 30D | -15.8% | -2.0% | -13.8% | -13.9% |
| 3M | -15.4% | -2.8% | -12.6% | -12.7% |
| 6M | -5.4% | +2.2% | -7.6% | -6.8% |
| YTD | +26.5% | +11.5% | +14.9% | +14.7% |
| 1Y | +25.9% | +13.5% | +12.4% | +12.3% |
| 3Y | +97.5% | +78.0% | +19.5% | +13.6% |
| 5Y | +93.0% | +73.1% | +19.9% | +13.0% |
| 10Y | +308.6% | +310.9% | -2.2% | +4.3% |
| All | +767.1% | +812.4% | -45.3% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling