+45.6%
CSCO vs SNDU
+194.5%
-148.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.6% | +12.0% | +4.6% |
| 7D | +2.7% | -12.7% | +15.4% | +3.1% |
| 30D | -9.5% | +35.8% | -45.3% | -10.8% |
| 3M | -7.6% | -54.8% | +47.2% | -6.6% |
| All | +45.6% | +194.5% | -148.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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