+96.2%
SMH vs CSCO
+63.7%
+32.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +2.5% | -0.7% | +3.2% | +2.8% |
| 30D | -0.5% | -10.1% | +9.7% | +3.9% |
| 3M | -9.6% | -15.7% | +6.0% | -3.5% |
| 6M | +42.1% | +36.3% | +5.8% | +25.3% |
| YTD | +57.4% | +43.8% | +13.6% | +33.4% |
| 1Y | +96.2% | +63.9% | +32.3% | +60.0% |
| All | +96.2% | +63.7% | +32.6% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling