+88.1%
CSCO vs SNAP
-90.7%
+178.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -10.2% | -7.1% | -3.1% | -9.7% |
| 30D | -20.1% | -14.6% | -5.4% | -19.3% |
| 3M | -22.4% | -5.0% | -17.4% | -22.3% |
| 6M | +2.8% | -18.8% | +21.6% | +3.7% |
| YTD | +23.6% | -38.5% | +62.1% | +26.5% |
| 1Y | +34.0% | -38.1% | +72.1% | +37.0% |
| 3Y | +89.3% | -53.8% | +143.0% | +90.9% |
| All | +88.1% | -90.7% | +178.8% | +110.2% |
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