+1,817.6%
SMH vs CSCO
+393.0%
+1,424.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | -1.5% |
| 7D | +0.3% | +2.7% | -2.4% | -1.6% |
| 30D | -2.8% | -9.5% | +6.7% | +3.6% |
| 3M | -6.7% | -7.6% | +0.9% | -2.1% |
| 6M | +41.8% | +44.9% | -3.1% | +7.4% |
| YTD | +57.9% | +47.7% | +10.2% | +16.4% |
| 1Y | +87.6% | +69.1% | +18.6% | +25.2% |
| 3Y | +282.9% | +113.5% | +169.4% | +115.2% |
| 5Y | +330.4% | +122.8% | +207.6% | +131.6% |
| All | +1,817.6% | +393.0% | +1,424.7% | +518.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling