+25.9%
CSCO vs SM
+84.2%
-58.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.9% | +9.4% | -7.5% | +1.5% |
| 30D | -15.8% | -14.4% | -1.5% | -15.5% |
| 3M | -15.4% | +1.6% | -16.9% | -15.6% |
| 6M | -5.4% | +6.3% | -11.7% | -5.8% |
| YTD | +26.5% | +78.8% | -52.3% | +18.0% |
| 1Y | +25.9% | +83.1% | -57.3% | +17.0% |
| All | +25.9% | +84.2% | -58.4% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling