+189.3%
CSCO vs SNOW
+20.7%
+168.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -17.1% | -19.8% | +2.7% | -15.7% |
| 3M | -19.6% | -11.6% | -8.0% | -19.0% |
| 6M | +2.4% | +94.0% | -91.6% | -3.6% |
| YTD | +29.8% | +34.8% | -5.1% | +25.3% |
| 1Y | +38.7% | +10.1% | +28.5% | +36.0% |
| 3Y | +101.3% | +84.4% | +16.9% | +85.6% |
| 5Y | +94.8% | -18.1% | +112.9% | +81.3% |
| All | +189.3% | +20.7% | +168.6% | +162.8% |
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 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