+39.4%
CSCO vs SN
+143.5%
-104.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.8% |
| 7D | -2.9% | +7.6% | -10.6% | -3.6% |
| 30D | -16.7% | +24.1% | -40.7% | -18.5% |
| 3M | -18.4% | +23.7% | -42.2% | -20.2% |
| 6M | +2.9% | +105.5% | -102.6% | -6.6% |
| YTD | +30.4% | +105.1% | -74.7% | +17.0% |
| All | +39.4% | +143.5% | -104.1% | +24.2% |
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 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