+366.8%
CSCO vs SNPS
+554.7%
-187.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -0.5% | -5.5% | +5.0% | +1.1% |
| 30D | -10.1% | -5.8% | -4.3% | -9.0% |
| 3M | -11.7% | -17.2% | +5.5% | -7.3% |
| 6M | +40.1% | -10.4% | +50.5% | +42.9% |
| YTD | +43.8% | -16.5% | +60.3% | +48.9% |
| 1Y | +66.6% | -35.6% | +102.2% | +79.2% |
| 3Y | +108.5% | -14.6% | +123.1% | +89.6% |
| 5Y | +114.0% | +16.5% | +97.5% | +61.1% |
| 10Y | +366.8% | +556.6% | -189.7% | +15.7% |
| All | +366.8% | +554.7% | -187.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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