+99.6%
CSCO vs SMR
-53.6%
+153.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.9% | -6.1% |
| 7D | +1.9% | -8.3% | +10.2% | +2.3% |
| 30D | -15.8% | -20.1% | +4.2% | -15.0% |
| 3M | -15.4% | -52.7% | +37.3% | -12.6% |
| 6M | -5.4% | -61.0% | +55.6% | -1.8% |
| YTD | +26.5% | -67.1% | +93.6% | +31.3% |
| 1Y | +25.9% | -79.9% | +105.8% | +33.2% |
| 3Y | +97.5% | +101.7% | -4.2% | +75.8% |
| All | +99.6% | -53.6% | +153.3% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling