+321.5%
CSCO vs SM
+4.9%
+316.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.9% | +5.3% |
| 7D | -2.9% | -22.3% | +19.4% | -1.1% |
| 30D | -16.7% | -21.4% | +4.7% | -15.2% |
| 3M | -18.4% | +1.4% | -19.8% | -18.8% |
| 6M | +2.9% | +0.1% | +2.8% | +2.2% |
| YTD | +30.4% | +59.0% | -28.5% | +24.3% |
| 1Y | +41.4% | +64.3% | -23.0% | +34.3% |
| 3Y | +104.7% | -13.1% | +117.8% | +101.3% |
| 5Y | +96.9% | -13.9% | +110.8% | +89.9% |
| 10Y | +321.5% | +1.7% | +319.8% | +237.1% |
| All | +321.5% | +4.9% | +316.6% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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