+338.0%
SMH vs CSCO
+115.3%
+222.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +4.3% | 0.0% | +4.4% | +4.3% |
| 30D | +0.9% | -10.7% | +11.6% | +8.2% |
| 3M | -2.8% | -8.7% | +5.9% | +2.7% |
| 6M | +45.6% | +44.9% | +0.7% | +10.2% |
| YTD | +59.5% | +44.1% | +15.3% | +19.3% |
| 1Y | +93.4% | +65.9% | +27.6% | +29.6% |
| 3Y | +287.1% | +109.0% | +178.1% | +118.3% |
| 5Y | +338.0% | +114.8% | +223.3% | +136.6% |
| All | +338.0% | +115.3% | +222.7% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling