+114.0%
CSCO vs SMTC
+110.0%
+3.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -1.4% |
| 7D | -0.5% | +22.9% | -23.5% | -3.4% |
| 30D | -10.1% | +16.6% | -26.7% | -12.4% |
| 3M | -11.7% | +2.4% | -14.1% | -13.2% |
| 6M | +40.1% | +98.3% | -58.2% | +25.5% |
| YTD | +43.8% | +120.7% | -76.9% | +26.9% |
| 1Y | +66.6% | +168.3% | -101.6% | +42.6% |
| 3Y | +108.5% | +571.7% | -463.2% | +46.8% |
| 5Y | +114.0% | +114.0% | 0.0% | +83.4% |
| All | +114.0% | +110.0% | +3.9% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling