+335.7%
CSCO vs SMTC
+351.6%
-15.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.9% | +2.1% |
| 7D | +6.6% | +30.5% | -23.9% | +0.9% |
| 30D | -11.3% | -30.9% | +19.5% | -6.0% |
| 3M | -17.3% | -14.7% | -2.6% | -16.7% |
| 6M | +3.5% | -9.6% | +13.1% | +1.6% |
| YTD | +34.9% | +62.1% | -27.2% | +16.9% |
| 1Y | +40.5% | +66.6% | -26.1% | +20.6% |
| 3Y | +109.3% | +718.1% | -608.8% | +10.9% |
| 5Y | +105.9% | +32.8% | +73.1% | +69.4% |
| All | +335.7% | +351.6% | -15.9% | +139.4% |
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