+110.7%
CSCO vs SNAP
-53.9%
+164.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.4% |
| 7D | +6.6% | +2.6% | +4.0% | +6.4% |
| 30D | -11.3% | -19.6% | +8.2% | -10.2% |
| 3M | -17.3% | +0.4% | -17.7% | -17.4% |
| 6M | +3.5% | -5.9% | +9.5% | +3.6% |
| YTD | +34.9% | -35.3% | +70.2% | +37.8% |
| 1Y | +40.5% | -42.6% | +83.1% | +44.6% |
| All | +110.7% | -53.9% | +164.6% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling