+114.0%
CSCO vs SNOW
+7.5%
+106.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.5% | +4.9% | -5.4% | -1.0% |
| 30D | -10.1% | +1.5% | -11.6% | -10.4% |
| 3M | -11.7% | +39.5% | -51.3% | -14.4% |
| 6M | +40.1% | +85.9% | -45.8% | +31.2% |
| YTD | +43.8% | +52.9% | -9.2% | +36.8% |
| 1Y | +66.6% | +48.1% | +18.5% | +58.6% |
| 3Y | +108.5% | +102.2% | +6.3% | +88.0% |
| 5Y | +114.0% | +5.5% | +108.5% | +90.8% |
| All | +114.0% | +7.5% | +106.5% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling