+95.2%
CSCO vs SN
+659.6%
-564.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -22.4% | +23.9% | -46.3% | -24.3% |
| 6M | +2.8% | +93.0% | -90.3% | -5.1% |
| YTD | +23.6% | +99.2% | -75.6% | +13.2% |
| 1Y | +34.0% | +142.6% | -108.6% | +20.0% |
| 3Y | +89.3% | +398.8% | -309.5% | +62.5% |
| All | +95.2% | +659.6% | -564.4% | +67.5% |
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 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