+63.9%
CSCO vs SMTC
+154.8%
-90.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | -0.9% |
| 7D | -0.7% | +12.7% | -13.4% | -2.6% |
| 30D | -10.1% | +22.0% | -32.1% | -13.5% |
| 3M | -15.7% | -12.7% | -3.0% | -15.1% |
| 6M | +36.3% | +64.8% | -28.5% | +24.8% |
| YTD | +43.8% | +100.7% | -56.9% | +29.6% |
| 1Y | +63.9% | +146.9% | -82.9% | +45.7% |
| All | +63.9% | +154.8% | -90.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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