+127.0%
CSCO vs SMR
+11.2%
+115.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.3% | -15.3% | -0.8% |
| 7D | -0.5% | +21.4% | -21.9% | -1.5% |
| 30D | -10.1% | +13.8% | -23.9% | -10.8% |
| 3M | -11.7% | +3.9% | -15.6% | -12.3% |
| 6M | +40.1% | -4.2% | +44.3% | +39.0% |
| YTD | +43.8% | -21.1% | +64.9% | +43.5% |
| 1Y | +66.6% | -67.1% | +133.7% | +71.1% |
| 3Y | +108.5% | +88.9% | +19.7% | +86.2% |
| All | +127.0% | +11.2% | +115.7% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling