+17,544.1%
CSCO vs SM
+1,608.3%
+15,935.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -10.1% | +26.3% | -36.4% | -12.7% |
| 3M | -15.7% | +8.7% | -24.4% | -17.0% |
| 6M | +36.3% | +51.7% | -15.4% | +28.2% |
| YTD | +43.8% | +99.0% | -55.2% | +30.8% |
| 1Y | +63.9% | +34.6% | +29.3% | +55.6% |
| 3Y | +104.4% | -7.8% | +112.1% | +98.5% |
| 5Y | +111.4% | +104.8% | +6.6% | +79.3% |
| 10Y | +361.7% | +7.2% | +354.4% | +221.5% |
| All | +17,544.1% | +1,608.3% | +15,935.8% | +6,957.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling