+330.5%
CSCO vs SIMO
+453.3%
-122.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.7% | -6.0% | +1.2% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | -12.6% | -25.4% | +12.8% | -9.0% |
| 3M | -16.0% | -17.8% | +1.7% | -14.7% |
| 6M | +2.8% | -29.6% | +32.4% | +5.5% |
| YTD | +33.2% | +100.3% | -67.1% | +11.2% |
| 1Y | +43.1% | +100.4% | -57.3% | +19.3% |
| 3Y | +106.7% | +246.1% | -139.4% | +50.8% |
| 5Y | +103.6% | +189.8% | -86.2% | +47.3% |
| 10Y | +330.5% | +434.6% | -104.1% | +146.8% |
| All | +330.5% | +453.3% | -122.8% | +146.8% |
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