+133.1%
CSCO vs SMR
-14.3%
+147.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -15.7% | +20.0% | +5.1% |
| 7D | +2.7% | -11.2% | +13.9% | +3.1% |
| 30D | -9.5% | -10.2% | +0.7% | -9.3% |
| 3M | -7.6% | -10.0% | +2.4% | -7.6% |
| 6M | +44.9% | -30.5% | +75.3% | +45.9% |
| YTD | +47.7% | -39.2% | +86.9% | +49.1% |
| 1Y | +69.1% | -75.5% | +144.6% | +76.0% |
| 3Y | +113.5% | +45.4% | +68.1% | +92.9% |
| All | +133.1% | -14.3% | +147.5% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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