+506.1%
SPCX vs CSCO
+128.2%
+377.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +4.7% |
| 7D | +1.3% | -4.7% | +5.9% | +17.5% |
| 30D | -12.0% | -17.1% | +5.1% | +157.2% |
| 3M | +3.1% | -19.6% | +22.7% | +103.5% |
| 6M | +551.0% | +22.9% | +528.1% | +118.7% |
| YTD | +556.8% | +29.8% | +527.0% | +120.9% |
| 1Y | +456.4% | +38.7% | +417.8% | +87.7% |
| All | +506.1% | +128.2% | +377.9% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 10y: compounded portfolio wealth divided by compounded CSCO 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…
10y analysis · Full analysis span regression · 6 months rolling