+286.8%
SMH vs CSCO
+108.8%
+178.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.3% | 0.0% | +4.4% | +4.3% |
| 30D | +0.9% | -10.7% | +11.6% | +7.4% |
| 3M | -2.8% | -8.7% | +5.9% | +2.1% |
| 6M | +45.6% | +44.9% | +0.7% | +13.3% |
| YTD | +59.5% | +44.1% | +15.3% | +22.4% |
| 1Y | +93.4% | +65.9% | +27.6% | +33.3% |
| All | +286.8% | +108.8% | +178.0% | +132.9% |
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