+104.7%
CSCO vs SMTC
+696.5%
-591.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.8% | -7.7% | +3.4% |
| 7D | -2.9% | -4.8% | +1.9% | -2.7% |
| 30D | -16.7% | -37.8% | +21.2% | -12.0% |
| 3M | -18.4% | -16.5% | -2.0% | -17.6% |
| 6M | +2.9% | -4.4% | +7.3% | +1.6% |
| YTD | +30.4% | +58.0% | -27.6% | +21.0% |
| 1Y | +41.4% | +62.0% | -20.6% | +30.6% |
| 3Y | +104.7% | +745.7% | -641.0% | +49.6% |
| All | +104.7% | +696.5% | -591.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling