+65.9%
CSCO vs SMTC
+168.8%
-102.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | 0.0% | +22.5% | -22.5% | -3.4% |
| 30D | -10.7% | +24.9% | -35.6% | -14.3% |
| 3M | -8.7% | +4.1% | -12.8% | -10.7% |
| 6M | +44.9% | +92.6% | -47.6% | +29.6% |
| YTD | +44.1% | +122.5% | -78.3% | +27.7% |
| 1Y | +65.9% | +166.2% | -100.4% | +45.9% |
| All | +65.9% | +168.8% | -102.9% | +45.9% |
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