+215.6%
SMH vs CSCO
+96.6%
+119.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.2% | +3.3% | +0.8% |
| 7D | +4.9% | +1.9% | +3.0% | +3.7% |
| 30D | -13.8% | -15.8% | +2.0% | -4.2% |
| 3M | -17.4% | -15.4% | -2.0% | -8.6% |
| 6M | -15.0% | -5.4% | -9.6% | -12.8% |
| YTD | +35.2% | +26.5% | +8.7% | +12.7% |
| 1Y | +41.6% | +25.9% | +15.7% | +18.6% |
| 3Y | +215.6% | +97.5% | +118.1% | +98.8% |
| All | +215.6% | +96.6% | +119.0% | +98.8% |
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