+113.3%
CSCO vs SNAP
-92.8%
+206.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +0.8% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | -10.1% | +2.6% | -12.8% | -10.4% |
| 3M | -15.7% | -9.9% | -5.8% | -15.4% |
| 6M | +36.3% | +1.9% | +34.4% | +35.2% |
| YTD | +43.8% | -32.2% | +76.0% | +46.3% |
| 1Y | +63.9% | -22.8% | +86.8% | +64.9% |
| 3Y | +104.4% | -47.6% | +152.0% | +104.4% |
| All | +113.3% | -92.8% | +206.1% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling