+199,826.0%
CSCO vs SMTC
+49,585.3%
+150,240.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.8% | -7.7% | +2.6% |
| 7D | -2.9% | -4.8% | +1.9% | -2.6% |
| 30D | -16.7% | -37.8% | +21.2% | -9.5% |
| 3M | -18.4% | -16.5% | -2.0% | -17.4% |
| 6M | +2.9% | -4.4% | +7.3% | -0.3% |
| YTD | +30.4% | +58.0% | -27.6% | +13.0% |
| 1Y | +41.4% | +62.0% | -20.6% | +21.4% |
| 3Y | +104.7% | +745.7% | -641.0% | +12.9% |
| 5Y | +96.9% | +29.0% | +67.9% | +51.4% |
| 10Y | +321.5% | +351.4% | -29.9% | +138.1% |
| All | +199,826.0% | +49,585.3% | +150,240.7% | +85,388.9% |
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 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