+127.1%
CSCO vs SN
+490.7%
-363.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -0.7% | -9.3% | +8.7% | +0.4% |
| 30D | -10.1% | -4.8% | -5.3% | -9.7% |
| 3M | -15.7% | +40.4% | -56.1% | -19.2% |
| 6M | +36.3% | +50.9% | -14.7% | +29.1% |
| YTD | +43.8% | +54.9% | -11.1% | +35.6% |
| 1Y | +63.9% | +43.0% | +20.9% | +55.8% |
| 3Y | +104.4% | +391.8% | -287.5% | +80.7% |
| All | +127.1% | +490.7% | -363.6% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling