+34.8%
SMCI vs CSCO
+105.0%
-70.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -2.6% |
| 7D | -1.3% | -1.1% | -0.2% | -0.4% |
| 30D | +18.3% | -10.8% | +29.1% | +28.3% |
| 3M | +27.7% | -9.2% | +36.9% | +37.4% |
| 6M | +17.6% | +39.5% | -22.0% | -7.8% |
| YTD | +27.7% | +41.5% | -13.8% | -2.7% |
| 1Y | -14.9% | +61.0% | -75.8% | -42.0% |
| All | +34.8% | +105.0% | -70.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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