+40.5%
CSCO vs SIMO
+92.3%
-51.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +6.6% | +14.9% | -8.3% | +4.8% |
| 30D | -11.3% | -27.0% | +15.6% | -8.7% |
| 3M | -17.3% | -25.4% | +8.0% | -15.4% |
| 6M | +3.5% | -30.3% | +33.8% | +6.6% |
| YTD | +34.9% | +95.8% | -60.9% | +29.3% |
| 1Y | +40.5% | +100.0% | -59.6% | +34.0% |
| All | +40.5% | +92.3% | -51.8% | +34.0% |
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 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