+96.0%
CSCO vs SN
+659.6%
-563.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.2% |
| 7D | -10.2% | +7.2% | -17.4% | -10.9% |
| 30D | -20.1% | +20.4% | -40.4% | -21.7% |
| 3M | -22.1% | +23.9% | -46.0% | -24.0% |
| 6M | +3.2% | +93.0% | -89.9% | -4.8% |
| YTD | +24.1% | +99.2% | -75.1% | +13.6% |
| 1Y | +34.6% | +142.6% | -108.0% | +20.5% |
| 3Y | +90.0% | +398.8% | -308.8% | +63.1% |
| All | +96.0% | +659.6% | -563.6% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling