+61.0%
CSCO vs SMR
-72.0%
+133.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.7% | -1.5% |
| 7D | -1.1% | +4.7% | -5.8% | -1.4% |
| 30D | -10.8% | +3.2% | -14.0% | -11.1% |
| 3M | -9.2% | +9.9% | -19.1% | -10.3% |
| 6M | +39.5% | -15.1% | +54.7% | +39.3% |
| YTD | +41.5% | -27.9% | +69.5% | +42.5% |
| 1Y | +61.0% | -70.2% | +131.2% | +65.2% |
| All | +61.0% | -72.0% | +133.0% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling