+45.9%
CSCO vs SN
+156.5%
-110.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.3% |
| 7D | -6.1% | +10.6% | -16.7% | -6.9% |
| 30D | -8.2% | +20.0% | -28.2% | -9.8% |
| 3M | -14.6% | +30.4% | -44.9% | -16.9% |
| 6M | +12.7% | +91.0% | -78.3% | +3.9% |
| YTD | +37.0% | +95.9% | -58.9% | +24.7% |
| 1Y | +45.9% | +158.9% | -113.0% | +33.5% |
| All | +45.9% | +156.5% | -110.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling