+110.7%
CSCO vs SN
+425.1%
-314.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.6% |
| 7D | +6.6% | +1.4% | +5.2% | +6.4% |
| 30D | -11.3% | +16.6% | -27.9% | -13.2% |
| 3M | -17.3% | +18.3% | -35.6% | -19.4% |
| 6M | +3.5% | +103.1% | -99.5% | -7.0% |
| YTD | +34.9% | +96.7% | -61.8% | +21.0% |
| 1Y | +40.5% | +134.3% | -93.9% | +22.8% |
| All | +110.7% | +425.1% | -314.4% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling