+221.3%
CSCO vs SNOW
+35.3%
+186.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | 0.0% | +8.4% | -8.4% | -0.7% |
| 30D | -10.7% | -1.0% | -9.8% | -10.8% |
| 3M | -8.7% | +38.3% | -47.1% | -11.1% |
| 6M | +44.9% | +81.3% | -36.4% | +37.0% |
| YTD | +44.1% | +51.1% | -7.0% | +38.0% |
| 1Y | +65.9% | +47.0% | +18.9% | +58.9% |
| 3Y | +109.0% | +99.7% | +9.3% | +91.3% |
| 5Y | +114.8% | +3.6% | +111.2% | +97.4% |
| All | +221.3% | +35.3% | +186.0% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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