+34.6%
CSCO vs SIMO
+67.0%
-32.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.1% | -2.4% |
| 7D | -10.2% | -22.0% | +11.8% | -7.8% |
| 30D | -20.1% | -43.0% | +23.0% | -15.4% |
| 3M | -22.1% | -39.1% | +17.1% | -18.5% |
| 6M | +3.2% | -33.3% | +36.5% | +7.2% |
| YTD | +24.1% | +77.0% | -52.9% | +21.4% |
| 1Y | +34.6% | +73.0% | -38.5% | +31.5% |
| All | +34.6% | +67.0% | -32.4% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling