+200.6%
CSCO vs SNOW
+21.9%
+178.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.3% |
| 7D | +6.6% | +10.8% | -4.2% | +5.7% |
| 30D | -11.3% | -16.5% | +5.2% | -10.2% |
| 3M | -17.3% | -10.1% | -7.2% | -16.8% |
| 6M | +3.5% | +96.5% | -93.0% | -2.6% |
| YTD | +34.9% | +36.2% | -1.3% | +30.1% |
| 1Y | +40.5% | +10.7% | +29.8% | +37.8% |
| 3Y | +109.3% | +86.2% | +23.0% | +92.7% |
| 5Y | +105.9% | -22.7% | +128.6% | +91.8% |
| All | +200.6% | +21.9% | +178.7% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling