+324.2%
CSCO vs SMTC
+334.8%
-10.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | -4.7% | -10.9% | +6.3% | -3.2% |
| 30D | -17.1% | -39.4% | +22.3% | -9.8% |
| 3M | -19.6% | -13.5% | -6.1% | -19.1% |
| 6M | +2.4% | -6.8% | +9.2% | -0.1% |
| YTD | +29.8% | +54.0% | -24.2% | +13.6% |
| 1Y | +38.7% | +50.8% | -12.1% | +21.4% |
| 3Y | +101.3% | +677.3% | -576.0% | +7.9% |
| 5Y | +94.8% | +28.7% | +66.1% | +60.9% |
| 10Y | +324.2% | +339.9% | -15.7% | +134.4% |
| All | +324.2% | +334.8% | -10.6% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling