+34.6%
CSCO vs SNAP
-42.2%
+76.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -10.2% | -7.1% | -3.1% | -9.5% |
| 30D | -20.1% | -14.6% | -5.4% | -19.3% |
| 3M | -22.1% | -5.0% | -17.1% | -21.5% |
| 6M | +3.2% | -18.8% | +22.0% | +4.3% |
| YTD | +24.1% | -38.5% | +62.6% | +24.6% |
| 1Y | +34.6% | -38.1% | +72.6% | +35.3% |
| All | +34.6% | -42.2% | +76.7% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling