+220,352.3%
CSCO vs SMTC
+62,999.7%
+157,352.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | -1.3% |
| 7D | -0.7% | +12.7% | -13.4% | -3.1% |
| 30D | -10.1% | +22.0% | -32.1% | -14.2% |
| 3M | -15.7% | -12.7% | -3.0% | -15.0% |
| 6M | +36.3% | +64.8% | -28.5% | +19.5% |
| YTD | +43.8% | +100.7% | -56.9% | +20.9% |
| 1Y | +63.9% | +146.9% | -83.0% | +31.0% |
| 3Y | +104.4% | +456.8% | -352.5% | +23.6% |
| 5Y | +111.4% | +89.2% | +22.1% | +52.8% |
| 10Y | +361.7% | +426.9% | -65.2% | +157.2% |
| All | +220,352.3% | +62,999.7% | +157,352.5% | +91,364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling