+320.1%
CSCO vs SNAP
-77.4%
+397.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | -10.1% | +1.9% | -12.0% | -10.4% |
| 3M | -11.7% | -3.9% | -7.8% | -11.8% |
| 6M | +40.1% | +5.2% | +34.9% | +38.3% |
| YTD | +43.8% | -32.7% | +76.5% | +46.8% |
| 1Y | +66.6% | -24.8% | +91.4% | +68.1% |
| 3Y | +108.5% | -42.2% | +150.7% | +107.4% |
| 5Y | +114.0% | -92.7% | +206.6% | +137.4% |
| All | +320.1% | -77.4% | +397.5% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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