+89.3%
CSCO vs SM
-20.0%
+109.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.1% |
| 7D | -10.2% | -25.9% | +15.7% | -7.6% |
| 30D | -20.1% | -15.1% | -4.9% | -18.9% |
| 3M | -22.4% | +4.9% | -27.2% | -23.3% |
| 6M | +2.8% | +6.1% | -3.3% | +0.8% |
| YTD | +23.6% | +63.4% | -39.8% | +13.4% |
| 1Y | +34.0% | +72.5% | -38.4% | +21.8% |
| 3Y | +89.3% | -16.9% | +106.1% | +81.6% |
| All | +89.3% | -20.0% | +109.3% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling