+1,253.2%
SMH vs CSCO
+167.4%
+1,085.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +2.5% | -0.7% | +3.2% | +3.0% |
| 30D | -0.5% | -10.1% | +9.7% | +6.0% |
| 3M | -9.6% | -15.7% | +6.0% | +0.5% |
| 6M | +42.1% | +36.3% | +5.8% | +14.9% |
| YTD | +57.4% | +43.8% | +13.6% | +21.9% |
| 1Y | +96.2% | +63.9% | +32.3% | +39.5% |
| 3Y | +267.9% | +104.4% | +163.6% | +126.7% |
| 5Y | +327.7% | +111.4% | +216.3% | +156.5% |
| 10Y | +1,764.6% | +361.7% | +1,403.0% | +569.6% |
| All | +1,253.2% | +167.4% | +1,085.8% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling