+667.2%
CSCO vs SIMO
+2,080.4%
-1,413.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.1% | -2.6% |
| 7D | -10.2% | -22.0% | +11.8% | -6.9% |
| 30D | -20.1% | -43.0% | +23.0% | -13.3% |
| 3M | -22.4% | -39.1% | +16.8% | -17.4% |
| 6M | +2.8% | -33.3% | +36.1% | +6.3% |
| YTD | +23.6% | +77.0% | -53.4% | +6.8% |
| 1Y | +34.0% | +73.0% | -39.0% | +16.1% |
| 3Y | +89.3% | +215.7% | -126.5% | +45.3% |
| 5Y | +87.9% | +155.6% | -67.8% | +44.3% |
| 10Y | +314.9% | +388.4% | -73.5% | +173.7% |
| All | +667.2% | +2,080.4% | -1,413.3% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling