+324.2%
CSCO vs SIMO
+395.4%
-71.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -4.7% | -16.0% | +11.3% | -2.1% |
| 30D | -17.1% | -35.8% | +18.7% | -11.5% |
| 3M | -19.6% | -26.5% | +6.9% | -16.8% |
| 6M | +2.4% | -33.0% | +35.4% | +6.0% |
| YTD | +29.8% | +84.3% | -54.6% | +9.9% |
| 1Y | +38.7% | +82.0% | -43.3% | +17.5% |
| 3Y | +101.3% | +218.5% | -117.2% | +49.0% |
| 5Y | +94.8% | +175.0% | -80.2% | +41.8% |
| 10Y | +324.2% | +407.5% | -83.3% | +144.0% |
| All | +324.2% | +395.4% | -71.2% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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